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source:"econis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Currency derivative"
~subject:"Theory"
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Currency derivative
Theory
Theorie
20
Interest rate derivative
12
Zinsderivat
12
Interest rate
11
Yield curve
11
Zins
11
Zinsstruktur
11
Option pricing theory
9
Optionspreistheorie
9
Volatility
7
Volatilität
7
Stochastic process
6
Stochastischer Prozess
6
Swap
4
Credit risk
3
Derivat
3
Derivative
3
Kreditrisiko
3
Theory of interest
3
Zinstheorie
3
Financial market
2
Finanzmarkt
2
Incomplete market
2
Libor
2
Opportunity cost
2
Opportunitätskosten
2
Unvollkommener Markt
2
Währungsderivat
2
Agency theory
1
Allgemeines Gleichgewicht
1
Arbitrage
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Control theory
1
Credit derivative
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Credit rating
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Estimation
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English
20
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Björk, Tomas
1
Bélanger, Alain
1
Cadenillas, Abel
1
Christensen, Bent Jesper
1
Cotton, Peter
1
Detemple, Jérôme B.
1
Eckwert, Bernhard
1
El Karoui, Nicole
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Galluccio, S.
1
Goncharov, Yevgeny
1
Gorovoi, Viatcheslav
1
Gouriéroux, Christian
1
Heston, Steven L.
1
Huang, Z.
1
Jamshidian, Farshid
1
Kunitomo, Naoto
1
Li, Libo
1
Linetsky, Vadim
1
Ly, J.-M.
1
Monfort, Alain
1
Papanicolaou, George
1
Ravanelli, Claudia
1
Rindisbacher, Marcel
1
Ritchken, Peter H.
1
Rutkowski, Marek
1
Sankarasubramanian, L.
1
Scaillet, Olivier
1
Shreve, Steven E.
1
Sircar, Ronnie
1
Slinko, Irina
1
Sung, Jaeyoung
1
Takahashi, Akihiko
1
Wan, Xuhu
1
Wong, Dennis
1
Zapatero, Fernando
1
Zhou, Guofu
1
Zipkin, Paul Herbert
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
156
NBER Working Paper
139
Working paper / National Bureau of Economic Research, Inc.
127
Journal of money, credit and banking : JMCB
77
Journal of monetary economics
75
Journal of economic dynamics & control
69
Journal of macroeconomics
69
Discussion paper / Centre for Economic Policy Research
65
Economic modelling
61
Economics letters
56
Working paper
53
The journal of futures markets
48
Applied economics
47
Journal of international money and finance
44
IMF working papers
41
Discussion papers / CEPR
40
Working paper series / European Central Bank
38
Journal of banking & finance
36
Macroeconomic dynamics
35
Finance and economics discussion series
33
CESifo working papers
31
International journal of theoretical and applied finance
30
The journal of finance : the journal of the American Finance Association
27
IMF working paper
25
European economic review : EER
24
The journal of fixed income
24
The American economic review
23
Review of economic dynamics
22
The review of financial studies
22
Advances in futures and options research : a research annual
20
Applied economics letters
20
Applied financial economics
20
Discussion paper / Tinbergen Institute
20
Insurance / Mathematics & economics
20
Journal of financial and quantitative analysis : JFQA
20
Bank of Finland research discussion papers
19
Discussion paper
19
Europäische Hochschulschriften / 5
19
International review of economics & finance : IREF
19
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ECONIS (ZBW)
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10
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20
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Date (oldest first)
1
A general equilibrium model of a multifirm moral-hazard economy with financial markets
Sung, Jaeyoung
;
Wan, Xuhu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 827-868
Persistent link: https://www.econbiz.de/10011350510
Saved in:
2
On the existence of the endogenous mortgage rate process
Goncharov, Yevgeny
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 475-487
Persistent link: https://www.econbiz.de/10009613184
Saved in:
3
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
4
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
5
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
6
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
7
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
8
A note on the Nelson-Siegel family
Filipović, Damir
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 349-359
Persistent link: https://www.econbiz.de/10001444266
Saved in:
9
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
10
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
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