//--> //--> //-->
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
subject:"Optionspreistheorie"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option pricing theory"
~subject:"Risk premium"
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:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Option pricing theory
Risk premium
Yield curve
13
Zinsstruktur
13
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Interest rate derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical test
2
Statistischer Test
2
Zinsderivat
2
1993-2002
1
Arbitrage
1
CAPM
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
Dänemark
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Financial economics
1
Kapitalmarkttheorie
1
Kointegration
1
Kreditderivat
1
Kreditrisiko
1
Kreditwürdigkeit
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Rendite
1
Schätztheorie
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Svenstrup, Mikkel
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
45
Erasmus Research Institute of Management
2
American Finance Association
1
Bank of England / Monetary Analysis Division
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of St. Louis
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Goethe-Universität Frankfurt am Main
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Finance <2011, Kyōto>
1
Internationaler Währungsfonds / Research Department
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Türkiye Cumhuriyet Merkez Bankası
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
2
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->