//--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"The European journal of finance"
~subject:"Interest rate"
~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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Interest rate derivative
30
Zinsderivat
30
Option pricing theory
20
Optionspreistheorie
20
Yield curve
16
Zinsstruktur
16
Theorie
14
Theory
14
Derivat
11
Derivative
11
Volatility
9
Volatilität
9
Swap
6
Zins
6
Simulation
5
Stochastic process
5
Stochastischer Prozess
5
Arbitrage Pricing
4
Arbitrage pricing
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Estimation
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
1996-1997
1
ANOVA
1
ARCH model
1
ARCH-Modell
1
Analysis
1
Anleihe
1
Arbitrage
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Bermudan products
1
Bermudan swaptions
1
Bond
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
6
Language
All
English
6
Author
All
Kennedy, Joanne E.
2
Andersen, Leif B. G.
1
Bhuruth, Muddun
1
Brotherton-Ratcliffe, Rupert
1
Coonjobeharry, Radha Krishn
1
Fusai, Gianluca
1
Gogala, Jaka
1
Gurrola-Perez, Pedro
1
Herrerias, Renata
1
Kaisajuntti, Linus
1
Longo, Giovanni
1
Tangman, Désiré Yannick
1
Zanotti, Giovanna
1
more ...
less ...
Published in...
All
The journal of computational finance
The European journal of finance
The journal of futures markets
9
International journal of theoretical and applied finance
7
Journal of banking & finance
6
Applied financial economics
5
Applied mathematical finance
4
Applied economics
3
Economics letters
3
International journal of financial engineering
3
Quantitative finance
3
Finance research letters
2
International review of financial analysis
2
Journal of econometrics
2
Journal of economic issues
2
Journal of mathematical finance
2
Journal of securities operations & custody
2
Research in finance
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Theoretical economics letters
2
Advances in Pacific Basin financial markets
1
Algorithmic finance
1
American economic review
1
Annual review of financial economics
1
Asia Pacific financial markets
1
Atlantic economic journal : AEJ
1
Economic analysis : EA
1
Economic modelling
1
Economic policy review
1
Economies : open access journal
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial analysts journal : FAJ
1
Financial risk and financial risk management
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
2
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
3
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
4
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
5
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
Saved in:
6
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->