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subject:"Optionspreistheorie"
~isPartOf:"International journal of financial engineering"
~subject:"EU countries"
~subject:"Volatilität"
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Search: subject_exact:"Interest rate spread"
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Optionspreistheorie
EU countries
Volatilität
Yield curve
23
Zinsstruktur
23
Option pricing theory
12
Interest rate derivative
9
Zinsderivat
9
Interest rate
8
Zins
8
Theorie
6
Theory
6
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Credit risk
4
Estimation
4
Kreditrisiko
4
LIBOR market model
4
Schätzung
4
Swap
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EU-Staaten
3
State space model
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Volatility
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Zustandsraummodell
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Anleihe
2
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CSA
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Corporate bond
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Derivat
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Derivative
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Finanzmathematik
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Geldpolitik
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Interest rate risk
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Kalman filter
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16
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16
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16
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English
16
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Mi, Yanhui
2
Zhong, Yangfan
2
Afia, Siwar Ben
1
Bhar, Ramaprasad
1
Bouzgarrou, Houssam
1
Dang-Nguyen, S.
1
Derbali, Abdelkader
1
Diffouo, Pauline M. Ngugnie
1
Elliott, Robert J.
1
Fuji, Masaaki
1
Giribone, Pier Giuseppe
1
Hu, Xiao
1
Jain, Shashi
1
Karlsson, Patrik
1
Kolkiewicz, Adam W.
1
Lee, Damien
1
Li, Xindan
1
Ligato, Simone
1
Lorig, Matthew
1
Mulas, Martina
1
Noupoue, Yves Y. Yameni
1
Oosterlee, Cornelis Willebrordus
1
Ostrovski, Vladimir
1
Pan, Jian
1
Rakotondratsimba, Y.
1
Suaysom, Natchanon
1
Takahashi, Akihiko
1
Tian, Xinming
1
Wang, Kuitai
1
Wirjanto, Tony S.
1
Wu, Ping
1
Zhang, Min
1
Zhou, Xiangying
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International journal of financial engineering
Journal of banking & finance
51
Working paper series / European Central Bank
48
International journal of theoretical and applied finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of international money and finance
35
The journal of futures markets
29
Applied mathematical finance
28
ECB Working Paper
27
NBER working paper series
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER Working Paper
25
The journal of fixed income
24
The journal of computational finance
23
Journal of financial economics
22
Finance and stochastics
21
Finance research letters
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Review of derivatives research
20
The review of financial studies
20
Discussion paper / Centre for Economic Policy Research
18
Quantitative finance
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper
17
Economic modelling
17
Journal of empirical finance
17
Economics letters
16
Journal of international financial markets, institutions & money
16
Applied financial economics
15
Banque de France Working Paper
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific financial markets
14
CESifo working papers
14
International review of financial analysis
14
Research paper series / Swiss Finance Institute
14
Working paper
14
Applied economics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
SFB 649 discussion paper
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ECONIS (ZBW)
16
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1
The impact of the ECB's monetary policy on corporate borrowing costs
Bouzgarrou, Houssam
;
Afia, Siwar Ben
;
Derbali, Abdelkader
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 2150014-1-2150014-27
Persistent link: https://www.econbiz.de/10013367577
Saved in:
2
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
3
Volatility morphology of asset value and credit spread puzzle
Hu, Xiao
;
Tian, Xinming
;
Wang, Kuitai
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012655039
Saved in:
4
Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie
;
Noupoue, Yves Y. Yameni
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
Saved in:
5
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
6
Alternative characterization of volatility of short-term interest rate
Bhar, Ramaprasad
;
Lee, Damien
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011923007
Saved in:
7
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
8
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
9
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
10
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
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