//--> //--> //-->
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
person:"Arak, Marcelle V."
~person:"Brigo, Damiano"
~person:"Mercurio, Fabio"
~subject:"Derivat"
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:"Anleiheoption"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Interest rate derivative
20
Zinsderivat
20
Yield curve
10
Zinsstruktur
10
Theorie
9
Theory
9
Volatility
6
Volatilität
6
USA
5
United States
5
Public bond
4
Stochastic process
4
Stochastischer Prozess
4
Öffentliche Anleihe
4
Derivative
3
Credit risk
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Swap
2
1976-1982
1
1980-1985
1
1980-1987
1
1985-1986
1
Arbitrage
1
Basis swaps
1
CAPM
1
Capital income tax
1
Collateral
1
Collateral modeling
1
Correlation
1
Counterparty credit risk
1
Counterparty risk
1
Credit rating
1
Discounting
1
Diskontierung
1
Estimation
1
Financial analysis
1
Finanzanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Lehrbuch
1
Textbook
1
Language
All
English
3
Author
All
Arak, Marcelle V.
Brigo, Damiano
Mercurio, Fabio
Pelsser, Antoon André Jean
8
White, Alan
7
Kruse, Susanne
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Karlsson, Patrik
5
Witzany, Jiří
5
Dang, Duy-Minh
4
Henrard, Marc P. A.
4
Hull, John
4
Jain, Shashi
4
Pelizzon, Loriana
4
Schlögl, Erik
4
Almeida, Thiago
3
Arismendi-Zambrano, Juan
3
Bachmair, Kilian
3
Bianchetti, Marco
3
Branger, Nicole
3
Christara, Christina
3
De Simone, Antonio
3
Driessen, Joost
3
Fornari, Fabio
3
Frino, Alex
3
Grbac, Zorana
3
Hull, John C.
3
Jackson, Kenneth R.
3
Jong, Frank de
3
Kaisajuntti, Linus
3
Kennedy, Joanne
3
Lapschies, Sarah
3
Meyer-Bullerdiek, Frieder
3
Moser, James T.
3
Reboredo, Juan C.
3
Rivera-Castro, Miguel
3
Schlag, Christian
3
Schönbucher, Philipp J.
3
Avellaneda, Marco
2
Baczynski, Jack
2
Baran, Jaroslav
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Quantitative finance
1
Springer Finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
2
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
3
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->