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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~subject:"Zero-coupon bond"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Zero-coupon bond
Zinsstruktur
Yield curve
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
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6
Kreditrisiko
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Zero-Bond
6
Derivat
5
Derivative
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Markov chain
5
Markov-Kette
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Option trading
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Optionsgeschäft
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Probability theory
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Currency derivative
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4
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Bond
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Portfolio selection
3
Portfolio-Management
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Risikoprämie
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Credit derivative
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Article
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Aufsatz in Zeitschrift
Article in journal
69
Arbeitspapier
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Working Paper
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Graue Literatur
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Non-commercial literature
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English
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Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
3
Björk, Tomas
2
Brace, Alan
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Aquilina, J.
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
Cheridito, Patrick
1
Chesney, Marc
1
Choi, Jaehyuk
1
Cotton, Peter
1
Dermody, Jaime C.
1
Duffie, Darrell
1
Elliott, Robert J.
1
Fouque, Jean-Pierre
1
Frachot, Antoine
1
Galluccio, S.
1
Gatarek, Dariusz
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
119
Journal of financial economics
115
International journal of theoretical and applied finance
111
Finance research letters
103
Journal of money, credit and banking : JMCB
89
International review of economics & finance : IREF
88
The review of financial studies
85
Applied economics
83
Economics letters
83
The journal of finance : the journal of the American Finance Association
75
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Journal of economic dynamics & control
68
Applied financial economics
67
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
61
Journal of international financial markets, institutions & money
59
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Finance and stochastics
51
Journal of econometrics
51
Applied mathematical finance
50
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
International journal of finance & economics : IJFE
43
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Review of finance : journal of the European Finance Association
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international economics
34
Journal of macroeconomics
34
Review of quantitative finance and accounting
33
Journal of forecasting
32
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ECONIS (ZBW)
69
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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
Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
Siegel, Andrew F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 919-938
Persistent link: https://www.econbiz.de/10011583812
Saved in:
3
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
4
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:
5
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
6
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:
7
Fast Monte Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 459-495
Persistent link: https://www.econbiz.de/10009783358
Saved in:
8
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
9
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:
10
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
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