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
~isPartOf:"Journal of empirical finance"
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
The SABR/LIBOR market model :...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Convexity
1
Interest rate derivative
1
Principal components
1
Swap
1
Swap market
1
Term structure modelling
1
Theorie
1
Theory
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rebonato, Riccardo
1
Ronzani, Riccardo
1
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
8
Risk : managing risk in the world's financial markets
8
Applied mathematical finance
6
Journal of investment management : JOIM
6
Journal of risk management in financial institutions
6
The journal of computational finance
6
The journal of fixed income : JFI
6
Quantitative Finance
5
PharmacoEconomics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Applied Mathematical Finance
3
Applied financial economics
3
Journal of economic literature
3
The industrial law journal
3
Business history
2
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
2
Quantitative finance
2
Wiley series in financial engineering
2
Annual review of financial economics
1
Applied Economics
1
Applied Financial Economics
1
Applied economics
1
Bank management
1
Best's review / Life health insurance edition
1
Employment gazette
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Handbook of European financial markets and institutions
1
IMFG papers on municipal finance and governance
1
Innovations in risk management : seminal papers from the Journal of Risk
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of learning and intellectual capital : IJLIC
1
Introductory Chapters
1
Journal für Entwicklungspolitik
1
Journal of Consumer Policy
1
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
1
Journal of risk
1
Labour : journal of Canadian labour studies
1
MPRA Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is convexity efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
