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subject:"Optionspreistheorie"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivat"
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Optionspreistheorie
Derivat
Interest rate derivative
7
Yield curve
7
Zinsderivat
7
Zinsstruktur
7
Option pricing theory
4
Derivative
3
Bond
2
Interest rate
2
Stochastic process
2
Stochastischer Prozess
2
Swap
2
Theorie
2
Theory
2
Zins
2
ALM
1
Anleihe
1
CAPM
1
Callable Bond
1
Cap or Floor Pricing
1
Combined Estimating Functions
1
Contagious Risk
1
Credit Default Swap
1
Credit derivative
1
Credit risk
1
Cross Currency
1
Diffusion Processes
1
Estimation theory
1
Finanzmathematik
1
Fractional Vasicek Interest Rate Model
1
Game theory
1
Generalized Ho-Lee Model
1
Hedging
1
Immunization
1
Information
1
Interest Rate Models
1
Interest rate Derivatives
1
Key Rate Duration
1
Kreditderivat
1
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Bidima, Martin Le Doux Mbele
1
Duedahl, Sindre
1
Hao, Ruili
1
Koulis, Theodoro
1
Liu, Yonghui
1
Mwelu, Susan
1
Ngare, Philip
1
Ochiai, Natsumi
1
Ohnishi, Masamitsu
1
Paseka, Alex
1
Tchuindjo, Léonard
1
Thaaneswaran, Aerambamoorthy
1
Wamwea, Charity
1
Wang, Shoubai
1
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Journal of mathematical finance
International journal of theoretical and applied finance
20
The journal of computational finance
20
The journal of futures markets
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
10
Finance and stochastics
10
Review of derivatives research
10
International journal of financial engineering
9
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Quantitative finance
7
Advances in futures and options research : a research annual
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Europäische Hochschulschriften / 5
5
Gabler Edition Wissenschaft
5
Journal of financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
The journal of fixed income
5
Applied economics
4
European journal of operational research : EJOR
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Risks : open access journal
4
SpringerLink / Bücher
4
Série de trabalhos para discussão
4
The European journal of finance
4
The handbook of fixed income securities
4
The review of financial studies
4
Advances in Pacific Basin financial markets
3
Annual review of financial economics
3
Global finance journal
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
SAFE working paper
3
SSE EFI working paper series in economics and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of business : B
3
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
6
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1
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
2
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
3
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
4
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
5
On valuing constant maturity swap spread derivatives
Tchuindjo, Léonard
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 189-194
Persistent link: https://www.econbiz.de/10009719245
Saved in:
6
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
Saved in:
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