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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of futures markets"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Zinsdifferenz"
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Optionspreistheorie
Yield curve
109
Zinsstruktur
109
Theorie
51
Theory
51
Option pricing theory
31
Volatility
28
Volatilität
28
Stochastic process
25
Stochastischer Prozess
25
USA
22
Interest rate derivative
21
United States
21
Zinsderivat
21
Derivat
12
Derivative
12
Commodity derivative
8
Estimation
8
Forecasting model
8
Interest rate
8
Prognoseverfahren
8
Rohstoffderivat
8
Schätzung
8
Swap
8
CAPM
7
Capital income
7
Kapitaleinkommen
7
Zins
7
Anleihe
6
Bond
6
Martingal
6
Martingale
6
Option trading
6
Optionsgeschäft
6
Arbitrage Pricing
5
Arbitrage pricing
5
Credit risk
5
Kreditrisiko
5
Markov chain
5
Markov-Kette
5
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English
31
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Chen, Son-nan
2
Filipović, Damir
2
Wu, Ting-pin
2
Aase Nielsen, Jørgen
1
Agarwalla, Sobhesh Kumar
1
Arrouy, Pierre-Edouard
1
Bali, Turan G.
1
Benth, Fred Espen
1
Boumezoued, Alexandre
1
Brigo, Damiano
1
Budhi Arta Surya
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Cuchiero, Christa
1
Dai, Tian-Shyr
1
Döberlein, Frank
1
Elliott, Robert J.
1
Fan, Chen-Chiang
1
Fonseca, José da
1
Fontana, Claudio
1
Gehricke, Sebastian A.
1
Gnoatto, Alessandro
1
Gottschalk, Katrin
1
Guo, Jia-hau
1
Guo, Wei
1
Göing-Jaeschke, Anja
1
Hansen, Asbjørn Trolle
1
He, Xin-Jiang
1
Hoek, John van der
1
Hung, Mao-Wei
1
Jiao, Ying
1
Karagozoglu, Ahmet K.
1
Kolodko, Anastasia
1
Krühner, Paul
1
Kumar, Sudarshan
1
Lapeyre, Bernard
1
Lin, Sha
1
Liu, Liang-Chih
1
Liu, Xiaoxi
1
Ma, Chunhua
1
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Finance and stochastics
The journal of futures markets
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
15
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
4
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
5
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
6
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
7
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
8
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
9
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
10
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
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