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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Hedging"
~subject:"Staatspapier"
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Hedging
Staatspapier
Interest rate derivative
41
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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
5
Selected writings on futures markets : explorations in financial futures markets
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Journal of international financial markets, institutions & money
4
Review of futures markets
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Forschungsberichte / Europa-Institut, Sektion Wirtschaftswissenschaft, Universität des Saarlandes
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Interest rate futures : concepts and issues
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Staff memoranda / Research Department for Review and Comment, Federal Reserve Bank of Chicago : a series of occasional papers in draft form prepared by members of the Research Department for Review and Comment
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Hedging or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
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2
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:
3
Pricing Asian-style interest rate swaps
Chang, Chuang-Chang
;
Chung, San-Lin
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001708447
Saved in:
4
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:
5
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
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