//--> //--> //--> //-->
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
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Applied financial economics letters"
~isPartOf:"CESifo working papers"
~subject:"Zinsderivat"
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:"Credit spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsderivat
Yield curve
135
Zinsstruktur
135
Theorie
81
Theory
81
Option pricing theory
34
Optionspreistheorie
34
Risikoprämie
18
Risk premium
18
Public bond
17
Öffentliche Anleihe
17
Estimation
16
Schätzung
16
Geldpolitik
15
Monetary policy
15
Volatility
15
Volatilität
15
EU countries
14
EU-Staaten
14
Interest rate
12
Interest rate derivative
12
Stochastic process
12
Stochastischer Prozess
12
USA
12
United States
12
Zins
12
Capital income
11
Euro area
11
Eurozone
11
Kapitaleinkommen
11
CAPM
10
Credit risk
10
Kreditrisiko
10
Swap
10
Business cycle
8
Konjunktur
8
Anleihe
7
Bond
7
Financial crisis
7
Finanzkrise
7
more ...
less ...
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Cotton, Peter
1
Eberlein, Ernst
1
Fouque, Jean-Pierre
1
Galluccio, S.
1
Grbac, Zorana
1
Ho, Chai Ni
1
Huang, Z.
1
Ito, Takayasu
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Kunitomo, Naoto
1
Li, Libo
1
Ly, J.-M.
1
Marshall, Andrew P.
1
Papanicolaou, George
1
Papapantoleon, Antonis
1
Renò, Roberto
1
Ritchken, Peter H.
1
Rutkowski, Marek
1
Sankarasubramanian, L.
1
Scaillet, Olivier
1
Sircar, Ronnie
1
Slinko, Irina
1
Takahashi, Akihiko
1
Teichmann, Josef
1
Uboldi, Adamo
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied financial economics letters
CESifo working papers
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
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
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
3
Gabler Edition Wissenschaft
3
IMF working papers
3
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
2
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:
3
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
4
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
5
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
6
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
7
The analysis of interest rate swap spreads in Japan
Ito, Takayasu
- In:
Applied financial economics letters
3
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10003540107
Saved in:
8
Determinants of UK swap spreads
Marshall, Andrew P.
;
Ho, Chai Ni
- In:
Applied financial economics letters
2
(
2006
)
5
,
pp. 305-309
Persistent link: https://www.econbiz.de/10003369892
Saved in:
9
On the presence of unspanned volatility in European interest rate options
Renò, Roberto
;
Uboldi, Adamo
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 15-18
Persistent link: https://www.econbiz.de/10002550020
Saved in:
10
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->