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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivat"
~subject:"Swap"
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Derivat
Swap
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
74
Journal of banking & finance
56
The journal of fixed income
37
NBER working paper series
29
Applied mathematical finance
28
Journal of financial economics
28
Review of derivatives research
27
The journal of computational finance
26
The journal of futures markets
26
International review of financial analysis
24
The journal of credit risk : published quarterly by Incisive Media
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
NBER Working Paper
22
The journal of financial crises
22
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
21
European journal of operational research : EJOR
19
Research paper series / Swiss Finance Institute
19
Finance research letters
18
International review of economics & finance : IREF
18
Journal of international financial markets, institutions & money
18
Finance and stochastics
17
Journal of securities operations & custody
17
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Staff working papers / Bank of England
15
The European journal of finance
15
The journal of finance : the journal of the American Finance Association
15
Finance and economics discussion series
14
Working Paper
14
Applied economics letters
13
Discussion papers / CEPR
13
International journal of financial engineering
13
Quantitative finance
13
Applied economics
12
Computational economics
12
Discussion paper
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Journal of financial services research : JFSR
12
SpringerLink / Bücher
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The journal of financial market infrastructures
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ECONIS (ZBW)
36
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1
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
2
Interest rate
swap
credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
3
Recent advances in default
swap
valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
4
Digital premium
Berd, Arthur M.
;
Kapoor, Vivek
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10001770081
Saved in:
5
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
6
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
7
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
8
An efficient algorithm for basket default
swap
valuation
Chiang, Mi-hsiu
;
Yueh, Meng-lan
;
Hsieh, Ming-hua
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
Saved in:
9
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
10
A comparison of Markov-functional and market models : the one-dimensional case
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 22-43
Persistent link: https://www.econbiz.de/10003299540
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