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~subject:"Volatility"
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Volatility
Geld und Währung
6,842
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2,386
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Swishchuk, Anatoliy V.
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6
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5
Cui, Zhenyu
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Filipović, Damir
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Rolloos, Frido
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Sviščuk, Anatolij
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Zheng, Wendong
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Ammann, Manuel
4
Bhargava, Vivek
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Mele, Antonio
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Aït-Sahalia, Yacine
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Fonseca, José da
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Gruber, Peter H.
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Habtemicael, Semere
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Han, Bing
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Issaka, Aziz
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Jacquier, Antoine
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Jin, Xing
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Karlsson, Sonnie
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Kemper, Annika
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Konstantinidi, Eirini
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Kwok, Yue-Kuen
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Mancini, Loriano
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Rebonato, Riccardo
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Salvi, Giovanni
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International journal of theoretical and applied finance
21
Applied mathematical finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research paper series / Swiss Finance Institute
6
The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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European journal of operational research : EJOR
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International review of financial analysis
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ECONIS (ZBW)
312
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1
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
2
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans
- In:
Credit risk : models, derivatives, and management
,
(pp. 69-83)
.
2008
Persistent link: https://www.econbiz.de/10003718323
Saved in:
3
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
4
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
5
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
6
The impact of stock returns volatility on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
7
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
8
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
9
The variance swap contract under the CEV process
Jordan, Richard
;
Tier, Charles
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 709-743
Persistent link: https://www.econbiz.de/10003899517
Saved in:
10
Volatility spillovers across international swap markets : the US, Japan, and the UK
In, Francis Haeuck
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003441989
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