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subject:"Optionspreistheorie"
~isPartOf:"The journal of fixed income"
~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
140
Zinsstruktur
140
Theorie
61
Theory
61
USA
40
United States
40
Government securities
19
Public bond
19
Risikoprämie
19
Risk premium
19
Staatspapier
19
Öffentliche Anleihe
19
Estimation
18
Schätzung
18
Credit risk
17
Kreditrisiko
17
Anleihe
16
Bond
16
Option pricing theory
15
CAPM
14
Corporate bond
14
Interest rate derivative
14
Unternehmensanleihe
14
Zinsderivat
14
Interest rate
13
Zins
13
Capital income
10
Hypothek
10
Kapitaleinkommen
10
Mortgage
10
Volatility
10
Derivat
9
Derivative
9
Credit derivative
7
Kreditderivat
7
Portfolio selection
7
Portfolio-Management
7
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24
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24
Aufsatz in Zeitschrift
24
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English
24
Author
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Fabozzi, Frank J.
3
Ho, Thomas S. Y.
3
Heston, Steven L.
2
Russo, Vincenzo
2
Yi, Sang-bin
2
Badak, Bransislav
1
Bali, Turan G.
1
Bhattacharjee, Ranjit
1
Brunson, Andrew L.
1
Buetow, Gerald W.
1
Carverhill, Andrew
1
Clewlow, Les
1
Gonçalves, Franklin de O.
1
Goodman, Laurie Sharon
1
Hanke, Bernd
1
Ho, Jeffrey
1
Hull, John
1
Issler, João Victor
1
Kau, James B.
1
Keenan, Donald C.
1
Koutmos, Gregory
1
Lo Conte, Riccardo
1
Longstaff, Francis A.
1
Nandi, Saikat
1
Navas, Javier F.
1
Neftci, Salih N.
1
Pang, Kin
1
Reisman, Haim
1
Russell, Robert A.
1
Schmid, Bernd
1
Schwartz, Eduardo S.
1
Strickland, Chris
1
Vetzal, Kenneth R.
1
White, Alan
1
Zagst, Rudi
1
Zhang, Hua
1
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The journal of fixed income
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 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
International journal of financial engineering
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
13
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ECONIS (ZBW)
24
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1
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
3
The dynamics of sovereign yield differentials in the EMU : new evidence and perspectives
Lo Conte, Riccardo
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009314954
Saved in:
4
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
18
(
2008/09
)
3
,
pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Saved in:
5
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
6
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
7
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
8
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
9
Interest rates : Normal or lognormal?
Ho, Jeffrey
;
Goodman, Laurie Sharon
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
Saved in:
10
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
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