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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Staatspapier"
~subject:"Theory"
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Staatspapier
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Interest rate derivative
23
Zinsderivat
23
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13
Theorie
11
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8
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8
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6
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5
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Schätzung
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Johannes, Michael
2
Alfeus, Mesias
1
Briys, Eric
1
Collin-Dufresne, Pierre
1
Crouhy, Michel
1
Das, Sanjiv R.
1
Duffie, Darrell
1
Eldor, Rafael
1
Esteghamat, Kian
1
Gerlach-Kristen, Petra
1
Grasselli, Martino
1
Hemler, Michael Lee
1
Jermann, Urban J.
1
Lioui, Abraham
1
Miltersen, Kristian R.
1
Sandmann, Klaus
1
Schlögl, Erik
1
Schöbel, Rainer
1
Singleton, Kenneth J.
1
Solnik, Bruno
1
Sondermann, Dieter
1
Sundaresan, Suresh M.
1
Yue, Vivian Z.
1
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
The journal of futures markets
42
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Journal of banking & finance
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Journal of financial and quantitative analysis : JFQA
7
Applied mathematical finance
6
Journal of financial economics
6
Discussion paper / B
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
Working paper
5
Advances in Pacific Basin financial markets
4
Discussion paper / Tinbergen Institute
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Economics letters
4
Journal of business economics : JBE
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Selected writings on futures markets : explorations in financial futures markets
4
SpringerLink / Bücher
4
The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in investment analysis and portfolio management : a research annual
3
Bonn Econ Discussion Papers / BGSE
3
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ECONIS (ZBW)
13
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1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
2
Interest rate swaps and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
3
Taking two steps at a time : on the optimal pattern of policy interest rates
Gerlach-Kristen, Petra
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10003642768
Saved in:
4
The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
Saved in:
5
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
6
A boundary crossing model of counterparty risk
Esteghamat, Kian
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1771-1799
Persistent link: https://www.econbiz.de/10001755425
Saved in:
7
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
8
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:
9
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:
10
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
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