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~subject:"Interest rate derivative"
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The Valuation of Caps, Floors...
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Interest rate derivative
Theorie
76
Theory
72
Liquidity
39
Kreditrisiko
29
Liquidität
29
Credit risk
28
Börsenkurs
25
Derivat
24
Derivative
24
Optionspreistheorie
24
Share price
24
Credit derivative
23
Kreditderivat
23
Option pricing theory
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Risiko
22
Coronavirus
21
Risk
19
Yield curve
19
Zinsstruktur
19
Zinsderivat
16
Corporate bond
15
EU countries
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EU-Staaten
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Unternehmensanleihe
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Financial crisis
13
Geldpolitik
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Japan
13
Monetary policy
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USA
13
United States
13
CAPM
12
Financial market
12
Finanzkrise
12
Finanzmarkt
12
Market liquidity
12
Marktliquidität
12
Portfolio-Management
12
Risikoaversion
12
Welt
12
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English
16
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Subrahmanyam, Marti G.
15
Stapleton, Richard C.
5
Uno, Jun
5
Gupta, Anurag
4
Eom, Young Ho
3
Deuskar, Prachi
2
Eisl, Alexander
2
Jankowitsch, Rainer
2
Pelizzon, Loriana
2
Tomio, Davide
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Copeland, Laurence S.
1
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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
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ECONIS (ZBW)
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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
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2
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
3
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
Saved in:
4
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
5
The duration and volatility of spot and futures prices
Copeland, Laurence S.
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 14-21
Persistent link: https://www.econbiz.de/10001168680
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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