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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Interest rate derivative
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Journal of economic dynamics & control
Selected writings on futures markets : explorations in financial futures markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
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24
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Review of futures markets
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Europäische Hochschulschriften / 5
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Interest rate modelling after the financial crisis
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International review of financial analysis
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Finance : revue de l'Association Française de Finance
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Interest rate futures : concepts and issues
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ECONIS (ZBW)
44
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21
The bootstrap algorithm, par swaps, and the FRN method
Novak, David J.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 51-54
Persistent link: https://www.econbiz.de/10001545165
Saved in:
22
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
23
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
24
Building models for credit spreads
Arvanitis, Angelo
;
Gregory, Jonathon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001432491
Saved in:
25
Managerial compensation and firm derivative usage : an empirical analysis
Howton, Shawn D.
;
Perfect, Steven B.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001355629
Saved in:
26
A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
Saved in:
27
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
28
An empirical examination of the Longstaff-Schwartz bond option valuation model
Uhrig, Marliese
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001207623
Saved in:
29
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
30
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
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