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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of financial economics"
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Credit spread"
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Optionsgeschäft
Yield curve
184
Zinsstruktur
184
Theorie
110
Theory
110
Risikoprämie
43
Risk premium
43
Option pricing theory
41
Optionspreistheorie
41
CAPM
33
Credit risk
32
Kreditrisiko
32
Estimation
30
Schätzung
30
Volatility
25
Volatilität
25
Capital income
21
Kapitaleinkommen
21
USA
21
United States
21
Interest rate derivative
17
Zinsderivat
17
Stochastic process
16
Stochastischer Prozess
16
Corporate bond
14
Derivat
14
Derivative
14
Term structure
14
Unternehmensanleihe
14
Swap
13
Bond
12
Interest rate
12
Risiko
12
Risk
12
Zins
12
Anleihe
11
Geldpolitik
11
Monetary policy
11
Public bond
11
Öffentliche Anleihe
11
Option trading
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Aufsatz in Zeitschrift
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9
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English
9
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Bakshi, Gurdip S.
2
Bai, Jennie
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Cremers, Martijn
1
Crosby, John
1
Eberlein, Ernst
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Goldstein, Robert S.
1
Hansen, Jorge W.
1
Kluge, Wolfgang
1
Levendorskij, Sergej Z.
1
Madan, Dilip B.
1
Maghsoodi, Yoosef
1
Musiela, Marek
1
Pelsser, Antoon André Jean
1
Schrager, David F.
1
Yang, Fan
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Journal of financial economics
Journal of banking & finance
6
The journal of futures markets
5
Finance research letters
4
Quantitative finance
3
Review of derivatives research
3
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of agricultural economics
1
Annals of finance
1
Annals of financial economics
1
Applied mathematical finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance and stochastics
1
IMA journal of management mathematics
1
International journal of economics and finance
1
International journal of financial engineering
1
International review of financial analysis
1
Investigaciones económicas
1
Journal of financial markets
1
Journal of financial services research : JFSR
1
Journal of multinational financial management
1
Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
1
Review / Federal Reserve Bank of St. Louis
1
Review of quantitative finance and accounting
1
Swiss journal of economics and statistics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of corporate finance : contracting, governance and organization
1
The journal of fixed income : JFI
1
The quarterly journal of economics
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ECONIS (ZBW)
9
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
3
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
4
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
5
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
6
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
7
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
8
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
Saved in:
9
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
Saved in:
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