//--> //--> //-->
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:"Public bond"
~subject:"CAPM"
~subject:"Zinsstruktur"
~type_genre:"Forschungsbericht"
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:"Swaption"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Public bond
CAPM
Zinsstruktur
Interest rate derivative
9
Zinsderivat
9
Theorie
8
Theory
8
Option pricing theory
5
Optionspreistheorie
5
Yield curve
5
EU countries
1
EU-Staaten
1
Euro area
1
Euromarkets
1
Euromarkt
1
Eurozone
1
Forecast
1
Modellierung
1
Prognose
1
Scientific modelling
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Forschungsbericht
Article in journal
477
Aufsatz in Zeitschrift
477
Graue Literatur
162
Non-commercial literature
162
Arbeitspapier
147
Working Paper
147
Hochschulschrift
59
Thesis
48
Aufsatz im Buch
44
Book section
44
Collection of articles written by one author
10
Sammlung
10
Bibliografie enthalten
8
Bibliography included
8
Conference paper
4
Konferenzbeitrag
4
Lehrbuch
4
Textbook
4
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Mikroform
2
Bibliografie
1
Book review
1
Diskette
1
Floppy disk
1
Konferenzschrift
1
No longer published / No longer aquired
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
5
German
1
Author
All
Sandmann, Klaus
3
Sondermann, Dieter
2
Belomestny, Denis
1
Borries, Daniel von
1
Kolodko, Anastasia
1
Miltersen, Kristian R.
1
Schoenmakers, John
1
Schoenmakers, John G. M.
1
Sommer, Daniel
1
more ...
less ...
Published in...
All
Discussion paper / B
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
2
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
Saved in:
3
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
4
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
5
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->