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Shimada, Yasufumi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,907 |
Total
Citations
40 |
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1.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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30 Jul 09
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Last Revised:
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29 Jan 10
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4,120
(779)
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13
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Libor, swap, tenor, yield curve, collateral, overnight index swap, cross currency, basis spread
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2.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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1,354
(5,606)
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14
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Market Model, HJM model, Libor, tenor, swap, curve, OIS, cross currency, basis spread, interest rate model, derivatives, multi-currency
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3.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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| Posted: |
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21 Feb 10
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Last Revised:
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23 Mar 10
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1,077
(8,228)
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6
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Libor, Swap, Tenor, Yield Curve, Collateral, Overnight Index Swap, Cross Currency, Basis Spread, Market Model, HJM
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4.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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938
(10,256)
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2
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swap, collateral, derivatives, Libor, currency, OIS, EONIA, Fed-Fund, CCS, basis, risk management, CSA, CVA, term structure
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5.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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930
(10,380)
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Libor, swap, tenor, swap spread, curve, overnight index swap, cross currency, basis spread
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6.
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Fujii, Masaaki
University of Tokyo - Faculty of Economics Shimada, Yasufumi
Shinsei Bank, Ltd Takahashi, Akihiko
University of Tokyo - Graduate School of Economics
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488
(26,326)
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5
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swap, collateral, Libor, OIS, EONIA, Fed-Fund, cross currency, basis, HJM, CSA, CVA
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Records 1 -
6
of 6 matches
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1
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