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~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of computational finance"
~subject:"Yield curve"
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Yield curve
Derivat
104
Derivative
104
Option pricing theory
39
Optionspreistheorie
39
Volatility
32
Volatilität
32
Theorie
28
Theory
28
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22
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22
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Bhuruth, Muddun
1
Boonlert Jitmaneeroj
1
Cejnek, Georg
1
Coakley, Jerry
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Coonjobeharry, Radha Krishn
1
Gogala, Jaka
1
Gospodinov, Nikolaj
1
Han, Bing
1
Hirukawa, Masayuki
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1
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Korn, Ralf
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Lutz, Matthias
1
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1
Peña Sánchez de Rivera, Juan Ignacio
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Randl, Otto
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Reisinger, Christoph
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Romo, Juan
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1
Sidenius, Jakob
1
Tangman, Désiré Yannick
1
Tsvetanov, Daniel
1
Vázquez, Carlos
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1
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Journal of empirical finance
Research in international business and finance
The journal of computational finance
International journal of theoretical and applied finance
25
Journal of banking & finance
16
The journal of futures markets
11
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
9
The journal of fixed income
9
Journal of financial and quantitative analysis : JFQA
7
NBER working paper series
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Discussion paper / Centre for Economic Policy Research
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Lecture notes in economics and mathematical systems : LNEMS
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NBER Working Paper
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International review of financial analysis
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / National Bureau of Economic Research, Inc.
5
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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Annual review of financial economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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European journal of operational research : EJOR
3
Finance and economics discussion series
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Finance and stochastics
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Finance research letters
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Journal of international financial markets, institutions & money
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Lecture Notes in Economics and Mathematical Systems
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Risks : open access journal
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The journal of real estate finance and economics
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Williams College Economics Department working paper series
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ECONIS (ZBW)
14
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1
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
2
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
3
Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj
- In:
Research in international business and finance
46
(
2018
),
pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
Saved in:
4
Risk and return of short-duration equity investments
Cejnek, Georg
;
Randl, Otto
- In:
Journal of empirical finance
36
(
2016
),
pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Saved in:
5
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
6
Understanding the term structure of credit default swap spreads
Han, Bing
;
Zhou, Yi
- In:
Journal of empirical finance
31
(
2015
),
pp. 18-35
Persistent link: https://www.econbiz.de/10011489327
Saved in:
7
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
8
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
9
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
10
Testing for statistical arbitrage in credit derivatives markets
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of empirical finance
26
(
2014
),
pp. 59-75
Persistent link: https://www.econbiz.de/10010472006
Saved in:
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