//--> //--> //--> //-->
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:"Schlögl, Erik"
~subject:"Stochastic process"
~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
Stochastic process
Theorie
Interest rate derivative
33
Zinsderivat
33
Yield curve
13
Zinsstruktur
13
Theory
12
USA
12
United States
12
Option pricing theory
9
Optionspreistheorie
9
Derivat
7
Derivative
7
Public bond
6
Öffentliche Anleihe
6
Hedging
5
Interest rate
4
Stochastischer Prozess
4
Zins
4
CAPM
3
Swap
3
Volatility
3
Volatilität
3
Arbitrage
2
Arbitrage Pricing
2
Arbitrage pricing
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency derivative
2
Government securities
2
Staatspapier
2
Währungsderivat
2
basis
2
frequency basis
2
liquidity risk
2
swap market
2
1957-1996
1
1976-1982
1
1977-1981
1
1977-1983
1
more ...
less ...
Online availability
All
Free
5
Undetermined
1
Type of publication
All
Article
9
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
14
Author
All
Arak, Marcelle V.
Gay, Gerald D.
Gupta, Anurag
Schlögl, Erik
Björk, Tomas
12
Mercurio, Fabio
11
Hautsch, Nikolaus
10
Pelsser, Antoon André Jean
10
Schoenmakers, John
10
Subrahmanyam, Marti G.
10
Chiarella, Carl
9
Herwartz, Helmut
9
Miltersen, Kristian R.
9
Moraleda Novo, Juan Manuel
9
Sandmann, Klaus
9
Chen, Ren-Raw
8
Jarrow, Robert A.
8
Landén, Camilla
7
White, Alan
7
Bhar, Ramaprasad
6
Briys, Eric
6
Broll, Udo
6
Crouhy, Michel
6
Eberlein, Ernst
6
Grbac, Zorana
6
Jamshidian, Farshid
6
Kruse, Susanne
6
Rebonato, Riccardo
6
Ronn, Ehud I.
6
Sondermann, Dieter
6
Söderlind, Paul
6
Blaskowitz, Oliver
5
Duffie, Darrell
5
Gerhard, Frank
5
Hess, Dieter
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
more ...
less ...
Published in...
All
The journal of futures markets
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Journal of banking & finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Journal of economic dynamics & control
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
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:
3
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:
4
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
5
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
6
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:
7
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->