search query: @indexterm swaps market / total: 58
references: 1-10 / 58
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1.
Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets
Journal of Financial Economics
2009 : MAR, VOL. 91:3, p. 288-318
 2009 Jacobs, K.
Karoui, L.
2.
Corridor variance swaps
Risk
2004 : FEB, VOL. 17:2, p. 67-72
 2004 Carr, P.
Lewis, K.
3.
The standard threat to inflation swaps
Risk
2004 : JUL, VOL. 17:7, p. 31-33
 2004 Neville, L.
4.
A measure of survival
Risk
2004 : AUG, VOL. 17:8, p. 79-85
 2004 Schönbucher, P.
5.
Correlating market models
Risk
2004 : SEP, VOL. 17:9, p. 124-129
 2004 Choy, B.
Dun, T.
Schlögl, E.
6.
The Impact of Demand and Liquidity on the Information Content and Predictive Power of the Government Bond Yield Curve: An Illustration from the UK Gilt Market
Journal of Asset Management
2003 : AUG, VOL. 4:2, p. 119-130
 2003 Choudhry, M.
7.
On the term structure of default premia in the swap and LIBOR markets
Journal of Finance
2001 : JUN, VOL. 56:3, p. 1095-1115
 2001 Collin-Dufresne, P.
Solnik, B.
8.
Swap pricing with two-sided default risk in a rating-based model
European Finance Review
1999 : VOL. 3:3, p. 239-268
 1999 Huge, B.
Lando, D.
9.
Every euro has its swap price
Euromoney
1998 : MAY, 5, p. 82, 84
 1998 Mooyaart, B.
10.
Aplicaciones de las opciones sobre swaps (swaptions)
Harvard-Deusto Finanzas & Contabilidad
1998 : MAY-JUN, 23, p. 56-60
 1998 Torre Gallegos, A. de la; Tellez Valle,
C.,
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