//--> //--> //--> //-->
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:"Derivative"
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
Optimal prepayment and default...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Hedging
10,203
Hypothek
8,941
Mortgage
8,864
Theorie
6,448
Theory
6,361
Finanzmathematik
3,827
USA
3,416
United States
3,316
Mathematical finance
3,117
Portfolio-Management
2,854
Portfolio selection
2,833
Derivat
2,398
Kreditrisiko
1,964
Credit risk
1,958
Asset-Backed Securities
1,791
Asset-backed securities
1,785
Optionspreistheorie
1,778
Risikomanagement
1,757
Option pricing theory
1,735
Risk management
1,715
Immobilienfinanzierung
1,549
Real estate finance
1,537
Immobilienpreis
1,521
Real estate price
1,498
Finanzkrise
1,436
Financial crisis
1,427
Schätzung
1,190
Estimation
1,164
Volatilität
1,134
Risiko
1,125
Volatility
1,125
Risk
1,120
Securitization
1,069
hedging
1,067
Verbriefung
1,046
Welt
989
Immobilienmarkt
987
World
973
Zins
961
more ...
less ...
Online availability
All
Free
574
Undetermined
506
Type of publication
All
Article
1,364
Book / Working Paper
1,024
Journal
5
Other
1
Type of publication (narrower categories)
All
Article in journal
1,231
Aufsatz in Zeitschrift
1,231
Graue Literatur
263
Non-commercial literature
263
Arbeitspapier
226
Working Paper
226
Aufsatz im Buch
114
Book section
114
Hochschulschrift
105
Thesis
85
Lehrbuch
80
Textbook
71
Collection of articles of several authors
46
Sammelwerk
46
Glossar enthalten
28
Glossary included
28
Aufsatzsammlung
16
Handbook
16
Handbuch
16
Collection of articles written by one author
15
Sammlung
15
Bibliografie enthalten
14
Bibliography included
14
Konferenzschrift
12
Conference proceedings
9
Case study
8
Fallstudie
8
Conference paper
7
Konferenzbeitrag
7
Ratgeber
6
Bibliografie
5
CD-ROM, DVD
5
Einführung
4
Accompanied by computer file
3
Elektronischer Datenträger als Beilage
3
Guidebook
3
Aufgabensammlung
2
Festschrift
2
Reprint
2
Abstract
1
more ...
less ...
Language
All
English
2,201
German
176
Spanish
7
French
6
Portuguese
4
Italian
3
Swedish
2
Afrikaans
1
Danish
1
Modern Greek (1453-)
1
Finnish
1
Dutch
1
Norwegian
1
Russian
1
Undetermined
1
more ...
less ...
Author
All
Lien, Da-hsiang Donald
39
Hull, John
29
Broll, Udo
27
Fabozzi, Frank J.
22
Kit, Pong Wong
22
Cotter, John
9
Kavussanos, Manolis G.
9
Welzel, Peter
9
Alexander, Carol
8
Benth, Fred Espen
8
Choudhry, Moorad
8
Deutsch, Hans-Peter
8
Korn, Olaf
8
Minton, Bernadette A.
8
Shiller, Robert J.
8
Wahl, Jack E.
8
Zilcha, Itzhak
8
Bartram, Söhnke M.
7
Brigo, Damiano
7
Gong, Feixue
7
Gündüz, Yalın
7
Kleshchelski, Isaac
7
Leistikow, Dean
7
Leung, Tim
7
Madan, Dilip B.
7
Phelan, Gregory
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Rudolph, Bernd
7
Yamada, Yuji
7
Acharya, Viral V.
6
Adam-Müller, Axel F. A.
6
Brown, Gregory W.
6
Chen, Ren-Raw
6
Conlon, Thomas
6
Hess, Markus
6
Kogan, Leonid
6
Lo, Andrew W.
6
Prokopczuk, Marcel
6
Schoutens, Wim
6
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Institute of Chartered Financial Analysts of India
2
International Accounting Standards Board
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Birmingham Business School
1
Books on Demand GmbH <Norderstedt>
1
Canadian International Futures Conference and Research Seminar <4, 1988, Toronto>
1
Canadian Securities Institute <Toronto>
1
Center for Economic Research <Tilburg>
1
Centro di Economia Monetaria e Finanziaria Paolo Baffi
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Colwell, David, Banking & Finance, Australian School of Business, UNSW
1
Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Deutsche Forschungsgemeinschaft
1
Federal Reserve Bank of St. Louis
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Monetary Fund
1
Internationaler Währungsfonds
1
Lee, Michael Shou-Cheng, Banking & Finance, Australian School of Business, UNSW
1
Lincoln Institute of Land Policy
1
New York Institute of Finance
1
Pearson Studium
1
Real Sociedad Matemática Española
1
Rodney L. White Center for Financial Research
1
Santaló Summer School <2007, Santander>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
1
more ...
less ...
Published in...
All
The journal of futures markets
98
Energy economics
43
International journal of theoretical and applied finance
42
Journal of banking & finance
29
International review of financial analysis
20
International review of economics & finance : IREF
17
Quantitative finance
17
The journal of fixed income
16
Applied mathematical finance
15
Finance research letters
15
Wiley finance
15
Journal of financial economics
14
Journal of multinational financial management
14
The European journal of finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied economics
12
Journal of risk and financial management : JRFM
11
Review of derivatives research
11
SpringerLink / Bücher
11
Wiley finance series
11
Working paper
11
Applied financial economics
10
European journal of operational research : EJOR
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The journal of finance : the journal of the American Finance Association
10
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
9
Computational economics
9
European financial management : the journal of the European Financial Management Association
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of quantitative finance and accounting
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of real estate finance and economics
9
Economic modelling
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Insurance / Mathematics & economics
8
International journal of financial engineering
8
The Wiley Finance Ser
8
The journal of corporate finance : contracting, governance and organization
8
more ...
less ...
Source
All
ECONIS (ZBW)
2,391
BASE
2
RePEc
1
Showing
1
-
10
of
2,394
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
mortgage
-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
Saved in:
2
The handbook of
mortgage
-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
3
A three-factor approach for
hedging
mortgage
-backed securities
Dunn, Kenneth B.
(
contributor
)
- In:
The handbook of mortgage-backed securities
,
(pp. 1009-1022)
.
2006
Persistent link: https://www.econbiz.de/10003274087
Saved in:
4
The handbook of
mortgage
-backed securities
Fabozzi, Frank J.
(
contributor
)
-
2006
-
6. ed.
Persistent link: https://www.econbiz.de/10002917547
Saved in:
5
Dynamic cross
hedging
with
mortgage
-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
6
The handbook of structured finance
Servigny, Arnaud de
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003361570
Saved in:
7
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
8
Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi
;
Bernard, Lucas
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
Saved in:
9
A critical review of neoclassical modeling techniques in structured finance
Fahey, Brian
- In:
Journal of post-Keynesian economics : JPKE
35
(
2013
)
3
,
pp. 319-340
Persistent link: https://www.econbiz.de/10009759928
Saved in:
10
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->