//--> //--> //-->
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:"CESifo working papers"
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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
Optionsgeschäft
Yield curve
69
Zinsstruktur
69
Theorie
61
Theory
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
CAPM
7
Credit risk
6
Kreditrisiko
6
Zero-Bond
6
Zero-coupon bond
6
Derivat
5
Derivative
5
Markov chain
5
Markov-Kette
5
Option trading
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Arbitrage
4
Currency derivative
4
Währungsderivat
4
Anleihe
3
Bond
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Credit derivative
2
Economic model
2
Fälligkeit
2
Interest rate
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Eberlein, Ernst
1
Kluge, Wolfgang
1
Levendorskij, Sergej Z.
1
Maghsoodi, Yoosef
1
Musiela, Marek
1
Pelsser, Antoon André Jean
1
Schrager, David F.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Journal of banking & finance
6
The journal of futures markets
5
Journal of financial economics
4
Finance research letters
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
Quantitative finance
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 and trade : EMFT
1
Finance and stochastics
1
IMA journal of management mathematics
1
International journal of economics and finance
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
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->