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Wiley电子期刊(1)
ProQuest学位论文(13)
ACS电子期刊(1)
SpringerLink电子期刊(27)
Elsevier电子期刊(69)
在“
Elsevier电子期刊
”中,
命中:
69
条,耗时:0.0119971 秒
在所有数据库中总计命中:
111
条
1.
A defaultable HJM
model
ling of the
Libor
rate for pricing Basis Swaps after the credit crunch
作者:
Viviana Fanelli
;
viviana.fanelli@uniba.it" class="auth_mail" title="E-mail the corresponding author
关键词:
Basis swaps
;
HJM
model
;
Credit crisis
;
Libor
model
s
;
Multi-curve term structure
model
ling
刊名:European Journal of Operational Research
出版年:2016
2.
What drives the
Libor
-OIS spread? Evidence from five major currency Libor-OIS spreads
作者:
Jin Cui
a
;
Francis In
a
;
francis.in@monash.edu" class="auth_mail" title="E-mail the corresponding author
;
Elizabeth Ann Maharaj
b
关键词:
G1
;
G14
;
G15
刊名:International Review of Economics & Finance
出版年:2016
3.
Estimation of bid-ask prices for options on
LIBOR
based instruments
作者:
Masimba Energy Sonono
;
a
;
energy.sonono@nwu.ac.za" class="auth_mail" title="E-mail the corresponding author
;
Hopolang Phillip Mashele
b
;
phillip.mashele@nwu.ac.za" class="auth_mail" title="E-mail the corresponding author
关键词:
Interest rate
;
LIBOR
;
Caps
;
Floors
;
Bid-ask prices
;
Wang transform
刊名:Finance Research Letters
出版年:2016
4.
Model
ling the lowballing of the
LIBOR
fixing
作者:
Russell Poskitt
a
;
1
;
r.poskitt@auckland.ac.nz" class="auth_mail" title="E-mail the corresponding author
;
Wajira Dassanayake
b
关键词:
LIBOR
fixing
;
Interbank
market
;
Lowballing
;
Financial crisis
刊名:International Review of Financial Analysis
出版年:2015
5.
Relationship between gold and stock
market
s during the global financial crisis: Evidence from nonlinear causality tests
作者:
Taufiq Choudhry
a
;
;
Syed S. Hassan
b
;
Sarosh Shabi
b
关键词:
Gold returns
;
Stock returns
;
Stock volatility
;
LIBOR
;
Nonlinear causality
刊名:International Review of Financial Analysis
出版年:2015
6.
Dynamic Strategies for Net Income Generation in a Low Interest Rate Environment
作者:
Eric Bouyé
;
;
ebouye@worldbank.org" class="auth_mail" title="E-mail the corresponding author
;
Tao Wang
关键词:
Dynamic investment strategies
;
Asset-liability management
;
Derivatives strategies
刊名:Procedia Economics and Finance
出版年:2015
7.
Estimating the South African Overnight Indexed Swap Curve
作者:
Trust Jakarasi
a
;
b
;
Coenraad C.A. Labuschagne
b
;
Coenraad.Labuschagne@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Obeid Mahomed
c
关键词:
Cointegration
;
Collateralisation
;
Overnight Indexed Swap
;
Yield Curve Bootstrapping
刊名:Procedia Economics and Finance
出版年:2015
8.
Reprint of: Cytotoxicity, cell uptake and microscopic analysis of titanium dioxide and silver nanoparticles in vitro
作者:
Katerina Tomankova
a
;
b
;
katerina.tomankova@upol.cz" class="auth_mail" title="E-mail the corresponding author
;
Jana Horakova
a
;
b
;
Monika Harvanova
b
;
c
;
Lukas Malina
a
;
b
;
Jana Soukupova
d
;
Sarka Hradilova
d
;
Kristina Kejlova
e
;
Jakub Malohlava
a
;
b
;
Libor
Licman
a
;
Market
a Dvorakova
e
;
Dagmar Jirova
e
;
Hana Kolarova
a
;
b
关键词:
Silver nanoparticles
;
Titanium dioxide nanoparticles
;
In vitro cytotoxicity
;
Raman spectroscopy
;
Cell uptake
刊名:Food and Chemical Toxicology
出版年:2015
9.
Time-changed L茅vy
LIBOR
market
model
: Pricing and joint estimation of the cap surface and swaption cube
作者:
Markus Leippold
;
Jacob Str酶mberg
关键词:
C51
;
E43
;
G13
刊名:Journal of Financial Economics
出版年:January, 2014
10.
Pricing of range accrual swap in the quantum finance
Libor
Market
Model
作者:
Belal E. Baaquie
a
;
b
;
phybeb@nus.edu.sg" class="auth_mail
;
Xin Du
a
;
duxin.nus@gmail.com" class="auth_mail
;
Pan Tang
c
;
pantangnus@gmail.com" class="auth_mail
;
Yang Cao
a
;
yangcao@nus.edu.sg" class="auth_mail
关键词:
Quantum finance
;
Range accrual swap
;
Monte Carlo simulation
刊名:Physica A
出版年:1 May, 2014
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