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67
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63
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63
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Stentoft, Lars
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Wu, Liuren
49
Filipović, Damir
48
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International review of economics & finance : IREF
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International review of financial analysis
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The European journal of finance
161
Applied economics
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The review of financial studies
159
Applied financial economics
158
The North American journal of economics and finance : a journal of financial economics studies
158
Finance and economics discussion series
152
Economics letters
150
Journal of international money and finance
149
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Showing
1
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41,235
Sort
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date (oldest first)
1
The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
-
1993
Persistent link: https://www.econbiz.de/10000147085
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
A unified approach to interest rate risk and credit risk of cash and
derivative
instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
4
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo
;
McKay, Kenneth
;
White, Richard
-
2009
Persistent link: https://www.econbiz.de/10003767860
Saved in:
5
Pricing of traffic light options and other correlation derivatives
Kokholm, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003781204
Saved in:
6
Essays in term structure and credit spread models
Fan, Rong
-
2002
Persistent link: https://www.econbiz.de/10003776097
Saved in:
7
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
Saved in:
8
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
9
A semiparametric two-factor term structure model
Knight, John L.
;
Li, Fuchun
;
Yuan, Mingwei
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 204-237
Persistent link: https://www.econbiz.de/10003318445
Saved in:
10
Interest rate swaps and their derivatives : a practitioner's guide
Sadr, Amir
-
2009
Persistent link: https://www.econbiz.de/10003809776
Saved in:
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