//--> //--> //--> //-->
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"
~isPartOf:"Discussion paper / B"
~isPartOf:"Review of derivatives research"
~subject:"EU countries"
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
Optionspreistheorie
EU countries
Interest rate derivative
21
Zinsderivat
21
Theorie
13
Theory
13
Option pricing theory
12
Yield curve
12
Zinsstruktur
12
CAPM
7
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Interest rate
2
Interest rate derivatives
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Swap
2
Zins
2
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage-free pricing model
1
Binomial algorithms
1
Contingent claims
1
Counterparty
1
Credit risk
1
Cross-currency
1
Currency derivative
1
Derivatives
1
Discrete-time arbitrage-free Nelson-Siegel model
1
Discrete-time models
1
EU-Staaten
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Euro area
1
Eurozone
1
Financial economics
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Forschungsbericht
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
13
Author
All
Ritchken, Peter H.
2
Burnetas, Apostolos N.
1
Christiansen, Charlotte
1
Chuang, Iyuan
1
Clewlow, Les
1
Costabile, Massimo
1
Das, Sanjiv R.
1
Eghbalzadeh, Ramin
1
Gaillardetz, Patrice
1
Godin, Frédéric
1
Hodges, Stewart D.
1
Huang, Li-Jhang
1
Li, Haitao
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
1
Nunes, Jo~ao Pedro Vidal
1
Russo, Emilio
1
Sandmann, Klaus
1
Sommer, Daniel
1
Sondermann, Dieter
1
Strunk Hansen, Charlotte
1
Wang, Ming-Chieh
1
Weidmann, Jens
1
more ...
less ...
Institution
All
Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Published in...
All
Discussion paper / B
Review of derivatives research
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
SFB 649 discussion paper
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
Global finance journal
4
Journal of financial economics
4
Journal of international financial markets, institutions & money
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
The review of financial studies
4
Advances in Pacific Basin financial markets
3
SSE EFI working paper series in economics and finance
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte aus der Volkswirtschaft
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
2
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
3
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
4
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
5
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
6
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
7
Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
Saved in:
8
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Saved in:
9
The likelihood of European Monetary Union
Weidmann, Jens
-
1996
Persistent link: https://www.econbiz.de/10000940194
Saved in:
10
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->