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subject:"Optionspreistheorie"
~isPartOf:"Annals of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Option pricing theory"
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Optionspreistheorie
Option pricing theory
Yield curve
37
Zinsstruktur
37
Stochastic process
12
Stochastischer Prozess
12
Theorie
11
Theory
11
Volatility
10
Volatilität
10
Interest rate
9
Zins
9
Portfolio selection
7
Portfolio-Management
7
Anleihe
5
Bond
5
Estimation
5
Interest rate derivative
5
Schätzung
5
Zinsderivat
5
Credit derivative
4
Derivat
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Derivative
4
Kreditderivat
4
Risikoprämie
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Risk premium
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CAPM
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Capital income
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Commodity derivative
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Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Public bond
3
Rohstoffderivat
3
Vasicek model
3
Öffentliche Anleihe
3
1988-2004
2
3/2 model
2
Analysis
2
Arbitrage Pricing
2
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English
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Chiarella, Carl
3
Schlögl, Erik
3
Fanelli, Viviana
2
Musti, Silvana
2
Ahmad, Hijaz
1
Beyna, Ingo
1
Cheng, Benjamin
1
Edeki, Sunday Onos
1
Fergusson, K.
1
Kang, Boda
1
Karlsson, Patrik
1
Nikitopoulos, Christina Sklibosios
1
Okoli, Deborah Chikwado
1
Pilz, K. F.
1
Pilz, Kay Frederik
1
Tzeng, Chi-Feng
1
Wong, Wing Keung
1
Yamazaki, Akira
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Annals of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
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1
Approximate series solutions of a one-factor term structure model for bond pricing
Edeki, Sunday Onos
;
Okoli, Deborah Chikwado
;
Ahmad, Hijaz
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013185499
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
5
Asymptotics of bond yields and volatilities for extended Vasicek models under the real-world measure
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011716067
Saved in:
6
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
7
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
10
Credit spreads and bankruptcy information from options data
Tzeng, Chi-Feng
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010489092
Saved in:
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