//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
Zinsstruktur
Interest rate derivative
25
Zinsderivat
25
Yield curve
13
Option pricing theory
12
Optionspreistheorie
12
Theory
11
USA
4
United States
4
Swap
3
Credit risk
2
Derivat
2
Derivative
2
Hedging
2
Interest rate
2
Kreditrisiko
2
Zins
2
1990-1993
1
1993-1994
1
1994
1
1997-1998
1
Anleihe
1
Arbeitskampf
1
Arbitrage
1
Betriebliche Liquidität
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Bond market
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Corporate liquidity
1
Cost of capital
1
Credit rating
1
Currency derivative
1
Deutschland
1
Devisenmarkt
1
European
1
more ...
less ...
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Chen, Son-nan
4
Wu, Ting-pin
4
Arvanitis, Angelo
1
Benner, Wolfgang
1
Chang, Chuang-Chang
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Chung, San-Lin
1
Gregory, Jonathon
1
Jensen, Malene Shin
1
Jortzik, Stephan
1
Kijima, Masaaki
1
Komoribayashi, Katsuya
1
Laurent, Jean-Paul
1
Moraleda Novo, Juan Manuel
1
Novak, David J.
1
Pelsser, Antoon André Jean
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Scott, Louis O.
1
Svenstrup, Mikkel
1
Turnbull, Stuart M.
1
Uhrig, Marliese
1
Wang, Chun-chao
1
Wei, Jason
1
Witzany, Jiří
1
Xiao, Tim
1
Zyapkov, Lyudmil
1
Černý, Jakub
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
46
International journal of theoretical and applied finance
32
The journal of computational finance
23
Journal of banking & finance
22
The journal of fixed income
21
Advances in futures and options research : a research annual
17
Finance and stochastics
15
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
The journal of finance : the journal of the American Finance Association
12
The review of financial studies
12
Applied financial economics
10
Journal of financial economics
10
Review of futures markets
10
International journal of financial engineering
9
International review of financial analysis
9
SSE EFI working paper series in economics and finance
9
Interest rate modelling after the financial crisis
8
Quantitative finance
8
Working paper
8
Discussion paper / B
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
SFB 649 discussion paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Economics letters
5
European journal of operational research : EJOR
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
Journal of international money and finance
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SpringerLink / Bücher
5
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate swap credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
4
An efficient lattice algorithm for the LIBOR market model
Xiao, Tim
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009316814
Saved in:
5
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
6
A multi-factor cross-currency LIBOR market mode
Benner, Wolfgang
;
Zyapkov, Lyudmil
;
Jortzik, Stephan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 53-71
Persistent link: https://www.econbiz.de/10003862783
Saved in:
7
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
8
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->