//--> //--> //--> //-->
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
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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 derivative"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Schätzung
Interest rate derivative
121
Zinsderivat
121
Theorie
45
Theory
45
Yield curve
37
Zinsstruktur
37
USA
23
United States
23
Option pricing theory
19
Optionspreistheorie
19
Public bond
18
Öffentliche Anleihe
18
Hedging
15
Swap
15
Derivat
12
Derivative
12
Interest rate
12
Zins
12
Deutschland
9
Germany
9
Interest rate risk
8
Stochastic process
8
Stochastischer Prozess
8
Volatility
8
Volatilität
8
Zinsrisiko
8
Anleihe
7
Bond
7
Credit risk
7
Kreditrisiko
7
Risikoprämie
7
Risk premium
7
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Currency derivative
5
Risiko
5
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
12
Book / Working Paper
3
Type of publication (narrower categories)
All
Book section
Collection of articles written by one author
Konferenzschrift
Article in journal
78
Aufsatz in Zeitschrift
78
Graue Literatur
58
Non-commercial literature
58
Arbeitspapier
55
Working Paper
55
Hochschulschrift
18
Thesis
15
Aufsatz im Buch
12
Bibliografie enthalten
3
Bibliography included
3
Sammlung
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
13
German
2
Author
All
Bühler, Wolfgang
1
Franke, Günter
1
Fujii, Masaaki
1
Gerhard, Frank
1
Gischer, Horst
1
Hess, Dieter
1
Holthusen, Jan
1
Huang, Ying
1
Kvasničková, Eva
1
Lee, Hangyong
1
Miyakoshi, Tatsuyoshi
1
Nikitina, Olena
1
Nowman, Khalid B.
1
Pohlmeier, Winfried
1
Shimada, Junji
1
Suhonen, Antti
1
Söderström, Ulf
1
Takahashi, Akihiko
1
Takahashi, Toyoharu
1
Thapar, Harry
1
Tsukuda, Yoshihiko
1
Upper, Christian
1
Werner, Thomas
1
more ...
less ...
Published in...
All
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Bewertung und Einsatz von Finanzderivaten
1
Dynamic models and their applications in emerging markets
1
Essays on fixed income and inflation forecasting
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Institutional arrangements for global economic integration
1
Market risk and financial markets modeling
1
Monetary policy under uncertainty
1
Three essays on the Finnish fixed income markets
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting swap spreads: a Bayesian approach
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 80-106)
.
2015
Persistent link: https://www.econbiz.de/10011639455
Saved in:
2
An empirical analysis of Japanese interest rate swap spread
Shimada, Junji
;
Takahashi, Toyoharu
;
Miyakoshi, Tatsuyoshi
- In:
Recent advances in financial engineering 2011: …
,
(pp. 111-131)
.
2012
Persistent link: https://www.econbiz.de/10009573458
Saved in:
3
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
4
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
5
Time variation in the tail behaviour of bund futures returns
Werner, Thomas
-
2002
Persistent link: https://www.econbiz.de/10013434623
Saved in:
6
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
7
Essays on interest rate swap dynamics
Huang, Ying
-
2004
Persistent link: https://www.econbiz.de/10003386902
Saved in:
8
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
Saved in:
9
Three essays on financial economics
Lee, Hangyong
-
2003
Persistent link: https://www.econbiz.de/10003623717
Saved in:
10
Identifying intraday volatility
Pohlmeier, Winfried
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10014553674
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->