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subject:"Optionspreistheorie"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Option pricing theory"
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Search: subject_exact:"Interest rate spread"
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Optionspreistheorie
Option pricing theory
Yield curve
246
Zinsstruktur
246
Theorie
85
Theory
85
Credit risk
55
Kreditrisiko
55
Risikoprämie
53
Risk premium
53
USA
42
United States
42
Estimation
40
Schätzung
40
Volatility
33
Volatilität
33
Corporate bond
31
Unternehmensanleihe
31
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Öffentliche Anleihe
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Interest rate
27
Zins
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Geldpolitik
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Monetary policy
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Anleihe
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Bond
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Stochastic process
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Stochastischer Prozess
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Capital income
19
Derivat
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Derivative
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Kapitaleinkommen
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Interest rate derivative
17
Zinsderivat
17
Liquidity
16
Portfolio selection
16
Portfolio-Management
16
Liquidität
15
Credit derivative
14
Kreditderivat
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Schlögl, Erik
4
Chiarella, Carl
3
Cheng, Benjamin
2
Fanelli, Viviana
2
Musti, Silvana
2
Nikitopoulos, Christina Sklibosios
2
Alexander, Carol
1
Almeida, Caio
1
Backwell, Alex
1
Barone-Adesi, Giovanni
1
Barsotti, Flavia
1
Beliaeva, Natalia A.
1
Benth, Fred Espen
1
Beyna, Ingo
1
Blöchlinger, Andreas
1
Carr, Peter
1
Casassus, Jaime
1
Collin-Dufresne, Pierre
1
Das, Sanjiv R.
1
Del Viva, Luca
1
Deventer, Donald R. van
1
Duffie, Darrell
1
Duyvesteyn, Johan
1
Farkas, Walter
1
Fonseca, José da
1
Goldstein, Bob
1
Gourier, Elise
1
Grishchenko, Olesya V.
1
Guo, Shuxin
1
Gupta, Anurag
1
Hayes, Joshua
1
Huitema, Robert
1
Ignatieva, Ekaterina
1
Ivanova, Vesela
1
Jarrow, Robert A.
1
Jiao, Yuhan
1
Kaeck, Andreas
1
Kang, Boda
1
Karlsson, Patrik
1
Kim, Seoyoung
1
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Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
29
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1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
Pricing kernel monotonicity and term structure : evidence from China
Jiao, Yuhan
;
Liu, Qiang
;
Guo, Shuxin
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012662415
Saved in:
3
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
4
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
5
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
6
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
7
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
8
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
9
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
10
The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
- In:
Journal of banking & finance
65
(
2016
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011634318
Saved in:
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