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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
64
Theory
62
Liquidity
45
Liquidität
35
Kreditrisiko
28
Credit risk
27
Börsenkurs
25
Share price
24
Credit derivative
23
Derivat
23
Derivative
23
Kreditderivat
23
Optionspreistheorie
23
Coronavirus
21
Option pricing theory
21
Yield curve
20
Zinsstruktur
20
USA
18
United States
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17
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16
Corporate bond
15
EU countries
15
EU-Staaten
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Unternehmensanleihe
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Market liquidity
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Marktliquidität
14
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14
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Financial market
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Finanzmarkt
13
Geldpolitik
13
Japan
13
Monetary policy
13
Public bond
13
Öffentliche Anleihe
13
Finanzkrise
12
Welt
12
World
12
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5
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English
16
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Subrahmanyam, Marti G.
15
Gupta, Anurag
5
Uno, Jun
5
Stapleton, Richard C.
4
Eom, Young Ho
3
Deuskar, Prachi
2
Eisl, Alexander
2
Jankowitsch, Rainer
2
Pelizzon, Loriana
2
Tomio, Davide
2
Fan, Rong
1
Peterson, Sandra
1
Ritchken, Peter H.
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Journal of banking & finance
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
SAFE working paper
2
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
European financial management : the journal of the European Financial Management Association
1
Journal of financial economics
1
Journal of financial markets
1
R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
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ECONIS (ZBW)
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1
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
2
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
3
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
4
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
5
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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6
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
7
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
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8
The international linkage of interest rate swap spreads : the yen-dollar markets
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
Economic theory, dynamics and markets : essays in honor …
,
(pp. 287-308)
.
2001
Persistent link: https://www.econbiz.de/10001785965
Saved in:
9
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
Saved in:
10
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
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