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The Q-measure dynamics of forward rates
Rebonato, Riccardo - In: Annual review of financial economics 15 (2023), pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
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Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset
Kocsis, Zalán; Csávás, Csaba; Mák, István; Pulai, … - 2013
MNB has received daily, transaction-level data on key Hungarian interest rate derivatives markets since the beginning of 2009 with the launching of the K14 report. The dataset that has accumulated since early 2009 provides an opportunity to better comprehend the structure and functioning of...
Persistent link: https://www.econbiz.de/10010222120
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The term structure of interbank risk
Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis - In: Journal of international financial markets, … 54 (2018), pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
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The economics of futures markets
Stein, Jerome L. - 1990
Persistent link: https://www.econbiz.de/10000807788
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Interest rate, currency and equity derivatives valuation using the potential approach
Nakamura, Naosuke; Yu, Fan - In: International review of finance 1 (2000) 4, pp. 269-294
Persistent link: https://www.econbiz.de/10001666873
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548972
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Tail Hedging Strategies
Strub, Issam S. - 2018
adjusts the exposure level based on a measure of tail risk obtained by applying Extreme Value Theory (EVT) to estimate …
Persistent link: https://www.econbiz.de/10012938485
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Aktien-, Zins- und Währungsderivate : Märkte, Einsatzmöglichkeiten, Bewertung und Risikoanalyse
Kruse, Susanne - 2021 - 2. Auflage
Persistent link: https://www.econbiz.de/10012125587
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Risk-Management mit Finanzderivaten : Steuerung von Zins- und Währungsrisiken. Studienbuch mit Aufgaben
Beike, Rolf; Barckow, Andreas - 2010 - 3., aktualisierte und erw. Aufl.
Persistent link: https://www.econbiz.de/10014508732