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~isPartOf:"The journal of fixed income"
~source:"econis"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Volatility"
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The journal of fixed income
The journal of futures markets
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International journal of theoretical and applied finance
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Review of derivatives research
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ECONIS (ZBW)
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1
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
2
Counterparty risk in exchange-traded notes (ETNs)
Cserna, Balázs
;
Levy, Ariel
;
Wiener, Zvi
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 76-101
Persistent link: https://www.econbiz.de/10009783196
Saved in:
3
Margin setting in credit derivatives clearing houses
Byström, Hans
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 37-43
Persistent link: https://www.econbiz.de/10003970351
Saved in:
4
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
5
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
6
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
7
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
8
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003376584
Saved in:
9
Bond futures and their options : more than the cheapest-to-deliver, quality options and margining
Henrard, Marc
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 62-75
Persistent link: https://www.econbiz.de/10003400089
Saved in:
10
Do we need to worry about credit risk correlation?
Elizalde, Abel
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
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