haku: @indexterm swaps / yhteensä: 38
viitteet: 11-20 / 38
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11.
An empirical analysis of credit default swaps
International Review of Financial Analysis
2002 : VOL. 11:3, p. 297-309
 2002 Skinner, F.S.
Townend, T.G.
12.
Maturity of hot new market faces its sternest test
Euromoney
2001 : DEC, 392, p. 34-42
 2001 Evans, N.
13.
Managerial ownership, incentive contracting, and the use of zero-cost collars and equity swaps by corporate insiders
Journal of Financial and Quantitative Analysis
2001 : SEP, VOL. 36:3, p. 345-370
 2001 Bettis, J. C.
Bizjak, J. M.
Lemmon, M. L.
14.
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 39-66
 2001 Longstaff, F. A.
Santa-Clara, P.
Schwartz, E. S.
15.
Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 221-250
 2001 Mozumdar, A.
16.
The analytic pricing of asymmetric defaultable swaps
Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 295-316
 2001 Hübner, G.
17.
The "end of geography" in financial services? Local embeddedness and territorialization in the interest rate swaps industry
Economic Geography
2000 : OCT, VOL. 76:4, p. 347-366
 2000 Agnes, P.
18.
Interest-rate derivatives and bank lending
Journal of Banking and Finance
2000 : MAR, VOL. 24:3, p. 353-379
 2000 Brewer, E. III
Minton, B.A.
Moser, J.T.
19.
An empirical examination of the convexity bias in the pricing of interest rate swaps
Journal of Financial Economics
2000 : FEB, VOL. 55:2, p. 239-279
 2000 Gupta, A.
Subrahmanyam, M. G.
20.
Los contratos de permuta financiera.
Harvard-Deusto Finanzas & Contabilidad
1999 : JUL-AUG, 30, p.51-54
 1999 Haro Perez, J.
Garcia Moreno, F.J.
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