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subject:"Anleihe"
~isPartOf:"Applied mathematical finance"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Anleihe
Markov chain
Yield curve
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Zinsstruktur
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Theorie
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Option pricing theory
21
Optionspreistheorie
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Article in journal
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Bacinello, Anna Rita
1
Baldeaux, Jan
1
Bermin, Hans-Peter
1
Chen, Xinfu
1
D'Amico, Guglielmo
1
Elhouar, Mikael
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Fung, Man Chung
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Applied mathematical finance
Journal of banking & finance
23
Finance research letters
19
International journal of theoretical and applied finance
19
The journal of fixed income
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Economic modelling
14
Journal of international money and finance
13
International review of financial analysis
12
International review of economics & finance : IREF
10
Journal of financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
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Applied economics letters
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Emerging markets, finance and trade : EMFT
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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International journal of forecasting
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Research in international business and finance
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Review of derivatives research
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
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Quantitative finance
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The journal of corporate finance : contracting, governance and organization
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The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Credit and capital markets : Kredit und Kapital
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Economics letters
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ECONIS (ZBW)
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1
A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
2
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
3
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
4
Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
Saved in:
5
Finite-dimensional realizations of regime-switching HJM models
Elhouar, Mikael
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 331-354
Persistent link: https://www.econbiz.de/10003751268
Saved in:
6
Stochastic volatility Gaussian Heath-Jarrow-Morton models
Valchev, Stoyan
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 347-368
Persistent link: https://www.econbiz.de/10002458564
Saved in:
7
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
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