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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~subject:"Option pricing theory"
~subject:"Risk premium"
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Optionspreistheorie
Option pricing theory
Risk premium
Yield curve
51
Zinsstruktur
51
Theorie
38
Theory
38
Stochastic process
19
Stochastischer Prozess
19
Interest rate derivative
8
Zinsderivat
8
CAPM
6
Martingal
6
Martingale
6
Arbitrage Pricing
5
Arbitrage pricing
5
Volatility
5
Volatilität
5
Interest rate
4
Markov chain
4
Markov-Kette
4
Anleihe
3
Bond
3
Derivat
3
Derivative
3
HJM model
3
Swap
3
Zins
3
Affine process
2
Bond market
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Rentenmarkt
2
Schätztheorie
2
Semimartingale
2
Zero-Bond
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Article
18
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English
18
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Filipović, Damir
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Benth, Fred Espen
1
Boumezoued, Alexandre
1
Brigo, Damiano
1
Budhi Arta Surya
1
Cuchiero, Christa
1
Döberlein, Frank
1
Elliott, Robert J.
1
Fontana, Claudio
1
Gnoatto, Alessandro
1
Göing-Jaeschke, Anja
1
Hansen, Asbjørn Trolle
1
Hoek, John van der
1
Jiao, Ying
1
Kolodko, Anastasia
1
Krühner, Paul
1
Lapeyre, Bernard
1
Ma, Chunhua
1
Marinacci, Massimo
1
Mehalla, Sophian
1
Mercurio, Fabio
1
Musiela, Marek
1
Palmowski, Zbigniew
1
Poulsen, Rolf
1
Pérez, José Luis
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Schlögl, Erik
1
Schoenmakers, John
1
Schweizer, Martin
1
Scotti, Simone
1
Severino, Federico
1
Stricker, Christophe
1
Vargiolu, Tiziano
1
Yamazaki, Kazutoshi
1
Yor, Marc
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Finance and stochastics
Journal of banking & finance
69
International journal of theoretical and applied finance
47
Journal of financial economics
47
NBER working paper series
42
NBER Working Paper
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of fixed income
34
Working paper / National Bureau of Economic Research, Inc.
32
Journal of international money and finance
30
Finance and economics discussion series
28
Finance research letters
27
Working paper series / European Central Bank
27
International review of economics & finance : IREF
26
Applied mathematical finance
24
Journal of empirical finance
24
The journal of computational finance
23
Research paper series / Swiss Finance Institute
22
The review of financial studies
22
Discussion papers / CEPR
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The journal of finance : the journal of the American Finance Association
21
International review of financial analysis
20
Discussion paper / Centre for Economic Policy Research
18
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Working paper
18
Working papers / Bank for International Settlements
18
The North American journal of economics and finance : a journal of financial economics studies
17
Quantitative finance
16
Staff reports / Federal Reserve Bank of New York
16
CESifo working papers
15
ECB Working Paper
15
Review of finance : journal of the European Finance Association
15
The journal of futures markets
15
International journal of financial engineering
14
Journal of money, credit and banking : JMCB
14
Applied economics
13
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ECONIS (ZBW)
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
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:
3
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
4
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
5
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
6
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Saved in:
7
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:
8
Iterative construction of the optimal Bermudan stopping time
Kolodko, Anastasia
;
Schoenmakers, John
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10003234943
Saved in:
9
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja
;
Yor, Marc
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 413-415
Persistent link: https://www.econbiz.de/10001772723
Saved in:
10
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Saved in:
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