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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Theorie"
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Search: subject_exact:"Zinsstruktur"
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Theorie
Yield curve
138
Zinsstruktur
138
Theory
67
Option pricing theory
43
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43
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27
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27
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Rebonato, Riccardo
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1
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1
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Finance : revue de l'Association Française de Finance
International journal of theoretical and applied finance
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
94
NBER Working Paper
83
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of fixed income
61
Journal of financial economics
50
Discussion paper / Centre for Economic Policy Research
42
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42
The review of financial studies
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The journal of finance : the journal of the American Finance Association
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ECB Working Paper
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Journal of monetary economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
24
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23
Journal of econometrics
23
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22
Staff reports / Federal Reserve Bank of New York
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Working papers series / Federal Reserve Bank of San Francisco
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International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
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Finance research letters
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The European journal of finance
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CESifo working papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES research paper
17
Economic modelling
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Review of derivatives research
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ECONIS (ZBW)
67
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1
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
2
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
3
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
4
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
5
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
6
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
7
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
8
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
9
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
10
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
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