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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"Global finance journal"
~isPartOf:"The review of financial studies"
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Optionspreistheorie
Interest rate derivative
39
Zinsderivat
39
Theorie
23
Theory
23
Yield curve
19
Zinsstruktur
19
Option pricing theory
17
Stochastic process
9
Stochastischer Prozess
9
USA
8
United States
8
Volatility
7
Volatilität
7
CAPM
5
Derivat
5
Derivative
5
Interest rate
4
Zins
4
2002-2003
2
Arbitrage Pricing
2
Arbitrage pricing
2
EU countries
2
EU-Staaten
2
Estimation
2
Großbritannien
2
Martingal
2
Martingale
2
Method of moments
2
Momentenmethode
2
Option trading
2
Optionsgeschäft
2
Public bond
2
Repo transactions
2
Repo-Geschäft
2
Schätzung
2
United Kingdom
2
Öffentliche Anleihe
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1975-1987
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Article
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English
17
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Poskitt, Russell
2
Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Baviera, Roberto
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Chacko, George
1
Cuchiero, Christa
1
Das, Sanjiv
1
Fontana, Claudio
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Goldberg, Lisa
1
Goldstein, Robert S.
1
Goldys, Beniamin
1
Gombani, Andrea
1
Jamshidian, Farshid
1
Lapeyre, Bernard
1
Mashele, Hopolang Phillip
1
Mehalla, Sophian
1
Musiela, Marek
1
Phillips, Peter C. B.
1
Rutkowski, Marek
1
Röder, Klaus
1
Sonono, Masimba Energy
1
Vargiolu, Tiziano
1
Wilkens, Sascha
1
Yu, Jun
1
Zhao, Xiaoliang
1
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Finance and stochastics
Finance research letters
Global finance journal
The review of financial studies
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
Review of derivatives research
10
Applied mathematical finance
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Quantitative finance
5
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
Advances in Pacific Basin financial markets
3
Applied economics
3
International Journal of Financial Markets and Derivatives : IJFMD
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
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 des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
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ECONIS (ZBW)
17
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1
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
4
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
5
The truth about interest rate futures and forwards : evidence from high frequency data
Poskitt, Russell
- In:
Global finance journal
18
(
2008
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10003711905
Saved in:
6
The informational content of option-implied distributions : evidence from the Eurex index and interest rate futures options market
Wilkens, Sascha
;
Röder, Klaus
- In:
Global finance journal
17
(
2006
)
1
,
pp. 50-74
Persistent link: https://www.econbiz.de/10003381772
Saved in:
7
Swap pricing : evidence from the sterling swap market
Poskitt, Russell
- In:
Global finance journal
17
(
2006
)
2
,
pp. 294-308
Persistent link: https://www.econbiz.de/10003395954
Saved in:
8
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
9
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
10
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
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