//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Elliott, Robert J."
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsswap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Interest rate derivative
2
LIBOR market model
2
Optionspreistheorie
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
CMS range notes
1
CMS spread digital range notes
1
Levy approach
1
Swap
1
constant maturity swap
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Elliott, Robert J.
Backwell, Alex
3
Eberlein, Ernst
3
Lin, Shih-kuei
3
Rebonato, Riccardo
3
Baviera, Roberto
2
Branger, Nicole
2
Desmettre, Sascha
2
Fanelli, Viviana
2
Gerhart, Christoph
2
Grbac, Zorana
2
Jain, Shashi
2
Karlsson, Patrik
2
Mi, Yanhui
2
Oosterlee, Cornelis Willebrordus
2
Poncet, Patrice
2
Portait, Roland
2
Schlag, Christian
2
Toder, Igor
2
Wu, Ping
2
Zhong, Yangfan
2
Aas, Kjersti
1
Akume, Daniel
1
Arrouy, Pierre-Edouard
1
Avellaneda, Marco
1
Azzone, Michele
1
Baaquie, Belal E.
1
Bakshi, Gurdip S.
1
Bidima, Martin Le Doux Mbele
1
Biermann, Bernd
1
Bishwal, Jaya Prakasah Narayan
1
Boumezoued, Alexandre
1
Bouziane, Markus
1
Chaudhuri, Sunrita
1
Chela, João Luiz
1
Chen, Carl R.
1
Chen, Cathy Yi-Hsuan
1
Chen, Lin
1
Chen, Son-nan
1
Chen, Zhanyu
1
more ...
less ...
Published in...
All
Financial markets and portfolio management
1
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Valuation of certain CMS spreads
Wu, Ping
;
Elliott, Robert J.
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011944624
Saved in:
2
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->