//--> //--> //-->
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:"Risikomanagement"
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:"Swaptions"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomanagement
Option pricing theory
24
Optionspreistheorie
24
Yield curve
23
Zinsstruktur
23
Swap
18
swaptions
16
Interest rate derivative
14
Swaptions
14
Volatilität
14
Zinsderivat
14
Volatility
13
Bermudan swaptions
11
Derivat
9
Derivative
9
Stochastic process
8
Stochastischer Prozess
8
Interest rate
6
Zins
6
Credit risk
5
Kreditrisiko
4
LIBOR
4
LIBOR market model
4
Option trading
4
Optionsgeschäft
4
Risikoprämie
4
Risk premium
4
caps
4
swap market model
4
swaps
4
Anleihe
3
Bermudan Swaptions
3
Bond
3
Estimation
3
Hedging
3
Libor market model
3
Low-interest-rate policy
3
Monte Carlo simulation
3
Niedrigzinspolitik
3
Schätzung
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Working Paper
1
Language
All
English
3
Author
All
Ahn, Jungkyu
1
Ahn, Yongkil
1
Guan, Eric
1
Jabłecki, Juliusz
1
Khan, Aisha
1
Poon, Ser-huang
1
Published in...
All
Finance research letters
1
Manchester Business School Working Paper
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
EconStor
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
Did you mean
:
subject:"swaption"
(55 results)
1
The tail risk surface
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
Saved in:
2
Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10011976669
Saved in:
3
Short rate models: Hull-White or Black-Karasinski? Implementation note and model comparison for ALM
Khan, Aisha
;
Guan, Eric
;
Poon, Ser-huang
-
2008
particular, we compare the two models for pricing and hedging Bermudan
swaptions
because of its resemblance to prepayment option …
Persistent link: https://www.econbiz.de/10010277903
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->