//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"SpringerLink / Bücher"
~subject:"Portfolio selection"
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:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Portfolio selection
Yield curve
134
Zinsstruktur
134
Theorie
68
Theory
68
Option pricing theory
46
Stochastic process
30
Stochastischer Prozess
30
Derivat
29
Derivative
29
Interest rate derivative
29
Zinsderivat
29
Volatility
20
Volatilität
20
Interest rate
19
Zins
19
Kreditrisiko
18
Credit risk
17
Estimation
16
Schätzung
16
Anleihe
14
Bond
14
Portfolio-Management
13
Risikoprämie
13
Risk premium
13
Swap
12
CAPM
11
Markov chain
11
Markov-Kette
11
Forecasting model
8
Prognoseverfahren
8
Credit derivative
7
Kreditderivat
7
Public bond
7
Öffentliche Anleihe
7
Estimation theory
6
Hedging
6
Schätztheorie
6
Capital income
5
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
45
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Conference paper
2
Konferenzbeitrag
2
Hochschulschrift
1
Language
All
English
57
Author
All
Biagini, Francesca
2
Brigo, Damiano
2
Macrina, Andrea
2
Schmidt, Thorsten
2
Schulmerich, Marcus
2
Yasuoka, Takashi
2
Akahori, Jirô
1
Almeida, Caio
1
Andresen, Arne
1
Avellaneda, Marco
1
Banerjee, Tamal
1
Baviera, Roberto
1
Belomestny, Denis
1
Benth, Fred Espen
1
Berger, Verena Anna
1
Bermin, Hans-Peter
1
Bouziane, Markus
1
Bregman, Julia
1
Brody, Dorje C.
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chen, An
1
Chiarella, Carl
1
Chu, Chi Chiu
1
Criens, David
1
Daniluk, Andrzej
1
De Marco, Stefano
1
Di Pietro, Filippo
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Genaro, Alan de
1
Ghosh, Mrinal K.
1
Gnoatto, Alessandro
1
Gregoriou, Greg N.
1
Gümbel, Sandrine
1
Han, Xixuan
1
Hanton, Pierre
1
Henrard, Marc
1
Hess, Markus
1
Horsky, Roman
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
SpringerLink / Bücher
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of banking & finance
35
The journal of computational finance
24
The journal of fixed income
22
Applied mathematical finance
21
Finance and stochastics
20
Review of derivatives research
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Quantitative finance
16
International journal of financial engineering
13
The journal of futures markets
13
Journal of financial economics
12
NBER working paper series
11
The journal of finance : the journal of the American Finance Association
11
European journal of operational research : EJOR
10
Finance research letters
10
Insurance / Mathematics & economics
10
Journal of mathematical finance
10
Research paper series / Swiss Finance Institute
10
Risks : open access journal
10
The European journal of finance
10
The review of financial studies
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Working paper
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of economic dynamics & control
8
Lecture notes in economics and mathematical systems : LNEMS
8
Working paper / National Bureau of Economic Research, Inc.
8
Annals of financial economics
7
Europäische Hochschulschriften / 5
7
International review of economics & finance : IREF
7
Journal of financial and quantitative analysis : JFQA
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
Annals of finance
6
Discussion paper
6
International review of financial analysis
6
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
2
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
3
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
4
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
5
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
6
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
7
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
8
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
9
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
10
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->