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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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15
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8
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
48
Journal of banking & finance
35
IMF Staff Country Reports
31
IMF Working Papers
31
International review of financial analysis
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
Journal of financial economics
23
The journal of financial crises
22
The journal of computational finance
21
The journal of futures markets
21
MPRA Paper
20
Finance research letters
19
Journal of international financial markets, institutions & money
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
18
International Journal of Theoretical and Applied Finance (IJTAF)
17
NBER Working Paper
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Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Discussion paper
15
European journal of operational research : EJOR
15
International review of economics & finance : IREF
15
Journal of international money and finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Discussion papers / CEPR
14
Finance and stochastics
14
Staff working papers / Bank of England
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Bundesbank Discussion Paper
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Journal of empirical finance
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ECB Working Paper
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Frankfurt School - Working Paper Series
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Economics letters
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
29
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1
New approach to estimating VIX truncation errors using corridor variance
swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
Saved in:
2
Asymmetric dynamics between informed trading activity and credit default
swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
3
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:
4
Valuing interest rate
swaps
using overnight indexed swap (OIS) discounting
Smith, Donald J.
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 49-59
Persistent link: https://www.econbiz.de/10009760534
Saved in:
5
The impact of margin interest on the valuation of credit default
swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
6
Force-fitting CDS spreads to CDS index
swaps
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10008986595
Saved in:
7
Pricing commodity swaptions in multifactor models
Larsson, Karl
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
Saved in:
8
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:
9
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
10
An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu
;
Yueh, Meng-lan
;
Hsieh, Ming-hua
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
Saved in:
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