//--> //--> //--> //-->
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:"Discussion papers / CEPR"
~isPartOf:"Journal of mathematical finance"
~subject:"Swap"
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
Swap
Yield curve
153
Zinsstruktur
153
Theorie
93
Theory
93
Option pricing theory
39
Optionspreistheorie
39
Interest rate
26
Risikoprämie
26
Risk premium
26
Zins
26
Geldpolitik
24
Monetary policy
24
Credit risk
21
Kreditrisiko
21
Public bond
19
Öffentliche Anleihe
19
Volatility
18
Volatilität
18
Estimation
17
Schätzung
17
Stochastic process
17
Stochastischer Prozess
17
Interest rate derivative
16
Zinsderivat
16
Bond
15
Anleihe
14
CAPM
12
Capital income
11
Kapitaleinkommen
11
term structure
10
Derivat
9
Derivative
9
Portfolio selection
9
Portfolio-Management
9
Public debt
9
Öffentliche Schulden
9
Government securities
7
Liquidity
7
Liquidität
7
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
12
Author
All
Augustin, Patrick
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Chen, Nan
1
Chernov, Mikhail
1
Choi, Jaehyuk
1
Galluccio, S.
1
Gatarek, Dariusz
1
Hao, Ruili
1
Huang, Z.
1
Kim, Don H.
1
Kou, Steven
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Liu, Yonghui
1
Ly, J.-M.
1
Mele, Antonio
1
Musiela, Marek
1
Obayashi, Yoshiki
1
Pelsser, Antoon André Jean
1
Rutkowski, Marek
1
Scaillet, Olivier
1
Schmid, Lukas
1
Schrager, David F.
1
Shin, Sungchan
1
Song, Dongho
1
Tchuindjo, Léonard
1
Wang, Shoubai
1
Yang, Shihao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
Journal of mathematical finance
International journal of theoretical and applied finance
12
Journal of banking & finance
9
International review of financial analysis
7
The journal of computational finance
7
Research paper series / Swiss Finance Institute
6
Journal of financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
Applied mathematical finance
4
International journal of financial engineering
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
The journal of fixed income
4
Working papers / The Levy Economics Institute
4
Finance and stochastics
3
HKIMR working paper
3
International review of economics & finance : IREF
3
NBER Working Paper
3
NBER working paper series
3
Quantitative finance
3
Review of derivatives research
3
Staff working papers / Bank of England
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Working papers / Bank for International Settlements
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Danmarks Nationalbank working papers
2
Discussion paper / Tinbergen Institute
2
Economics letters
2
Europäische Hochschulschriften / 5
2
Harvard Business School Finance Case
2
Investment management and financial innovations
2
Journal of econometrics
2
Pacific-Basin finance journal
2
Research in international business and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The term structure of government debt uncertainty
Mele, Antonio
;
Obayashi, Yoshiki
;
Yang, Shihao
-
2019
Persistent link: https://www.econbiz.de/10012181125
Saved in:
2
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012205741
Saved in:
3
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:
4
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:
5
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
6
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:
7
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:
8
On valuing constant maturity swap spread derivatives
Tchuindjo, Léonard
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 189-194
Persistent link: https://www.econbiz.de/10009719245
Saved in:
9
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->