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~subject:"Zinsderivat"
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Search: subject_exact:"Zinsdifferenz"
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Zinsderivat
Zinsstruktur
14,218
Yield curve
14,217
Theorie
5,088
Theory
5,085
Schätzung
2,477
Estimation
2,468
Zins
2,233
Interest rate
2,207
Risikoprämie
2,146
Geldpolitik
2,145
Risk premium
2,143
Monetary policy
2,135
Öffentliche Anleihe
2,003
USA
2,000
Public bond
1,998
United States
1,989
Kreditrisiko
1,360
Credit risk
1,355
Capital income
1,266
Kapitaleinkommen
1,266
EU-Staaten
1,185
EU countries
1,178
Anleihe
1,137
Bond
1,134
Volatilität
1,047
Volatility
1,045
Prognoseverfahren
1,030
Forecasting model
1,028
Eurozone
920
Euro area
916
Optionspreistheorie
915
Option pricing theory
913
Corporate bond
875
Unternehmensanleihe
875
Interest rate derivative
776
CAPM
743
Deutschland
678
Germany
667
Rentenmarkt
600
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Free
249
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124
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Book / Working Paper
397
Article
379
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Article in journal
345
Aufsatz in Zeitschrift
345
Graue Literatur
128
Non-commercial literature
128
Arbeitspapier
118
Working Paper
118
Hochschulschrift
48
Thesis
38
Aufsatz im Buch
28
Book section
28
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8
Sammlung
8
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7
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7
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5
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4
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4
Lehrbuch
4
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4
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2
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie
1
Book review
1
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1
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1
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1
No longer published / No longer aquired
1
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1
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English
742
German
30
Spanish
3
French
2
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1
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Joshi, Mark S.
12
Chiarella, Carl
10
Sandmann, Klaus
10
Schlögl, Erik
10
Schoenmakers, John
9
Akram, Tanweer
8
Bianchetti, Marco
8
Mamun, Khawaja Abdullah al
8
Mercurio, Fabio
8
Miltersen, Kristian R.
8
Rebonato, Riccardo
8
Chen, Son-nan
7
Grbac, Zorana
7
Herwartz, Helmut
7
Ito, Takayasu
7
White, Alan
7
Björk, Tomas
6
Blaskowitz, Oliver
6
Caspers, Peter
6
Filipović, Damir
6
Lekkos, Ilias
6
Pelsser, Antoon André Jean
6
Sondermann, Dieter
6
Subrahmanyam, Marti G.
6
Trolle, Anders B.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Eberlein, Ernst
5
Guirguis, Michel
5
Milas, Costas
5
Papapantoleon, Antonis
5
Scaillet, Olivier
5
Christiansen, Charlotte
4
Duffie, Darrell
4
Fanelli, Viviana
4
Fang, Victor
4
Grasselli, Martino
4
Henrard, Marc P. A.
4
Hull, John
4
Klingler, Sven
4
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National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
2
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
International Center for Financial Asset Management and Engineering
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Chicago / Center for Research in Security Prices
1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
World Bank
1
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Published in...
All
International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Discussion paper / B
6
International review of financial analysis
6
Review of derivatives research
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / The Levy Economics Institute
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
3
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
3
Gabler Edition Wissenschaft
3
IMF working papers
3
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Source
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ECONIS (ZBW)
776
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141
Term structure models with negative interest rates
Ueno, Yoichi
-
2017
Persistent link: https://www.econbiz.de/10013273225
Saved in:
142
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
143
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
144
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
145
Transmission of Japanese government bond and swap markets under negative interest rate policy
Ito, Takayasu
- In:
International journal of economic policy in emerging …
13
(
2020
)
4
,
pp. 305-311
Persistent link: https://www.econbiz.de/10012507971
Saved in:
146
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
147
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
148
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
149
LIBOR : the drama is still to come
Datoo, Akber
- In:
Journal of securities operations & custody
12
(
2020
)
3
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012294585
Saved in:
150
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
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