//--> //--> //--> //-->
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
~person:"Arak, Marcelle V."
~person:"Gay, Gerald D."
~person:"Gupta, Anurag"
~person:"Sandmann, Klaus"
~person:"Schlögl, Erik"
~subject:"Theorie"
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:"Zinsswap"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Interest rate derivative
44
Zinsderivat
44
Yield curve
23
Zinsstruktur
23
Theory
21
USA
12
United States
12
CAPM
10
Option pricing theory
10
Optionspreistheorie
10
Derivat
8
Derivative
8
Public bond
6
Öffentliche Anleihe
6
Hedging
5
Interest rate
5
Zins
5
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Arbitrage
3
Arbitrage Pricing
3
Arbitrage pricing
3
Swap
3
Black-Scholes model
2
Black-Scholes-Modell
2
Currency derivative
2
Government securities
2
Portfolio selection
2
Portfolio-Management
2
Staatspapier
2
Währungsderivat
2
basis
2
frequency basis
2
liquidity risk
2
swap market
2
1957-1996
1
1976-1982
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
11
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Forschungsbericht
3
Aufsatz im Buch
2
Book section
2
Hochschulschrift
2
Bibliografie enthalten
1
Bibliography included
1
Thesis
1
more ...
less ...
Language
All
English
18
German
3
Author
All
Arak, Marcelle V.
Gay, Gerald D.
Gupta, Anurag
Sandmann, Klaus
Schlögl, Erik
Björk, Tomas
11
Hautsch, Nikolaus
10
Pelsser, Antoon André Jean
10
Subrahmanyam, Marti G.
10
Chiarella, Carl
9
Herwartz, Helmut
9
Miltersen, Kristian R.
9
Moraleda Novo, Juan Manuel
9
Chen, Ren-Raw
8
Jarrow, Robert A.
8
Mercurio, Fabio
8
Schoenmakers, John
8
White, Alan
7
Bhar, Ramaprasad
6
Briys, Eric
6
Broll, Udo
6
Crouhy, Michel
6
Jamshidian, Farshid
6
Kruse, Susanne
6
Landén, Camilla
6
Ronn, Ehud I.
6
Sondermann, Dieter
6
Söderlind, Paul
6
Blaskowitz, Oliver
5
Duffie, Darrell
5
Gerhard, Frank
5
Hess, Dieter
5
Rebonato, Riccardo
5
Ritchken, Peter H.
5
Scaillet, Olivier
5
Schöbel, Rainer
5
Stapleton, Richard C.
5
Söderström, Ulf
5
Veredas, David
5
Aase Nielsen, Jørgen
4
El Karoui, Nicole
4
Gallati, Reto R.
4
Hull, John
4
more ...
less ...
Published in...
All
Discussion paper / B
4
The journal of futures markets
3
Journal of banking & finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Journal of business economics : JBE
1
Journal of economic dynamics & control
1
Publications from Department of Management
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftswissenschaftliche Beiträge
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
3
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
4
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
5
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
6
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
7
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
8
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
9
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
10
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->