//--> //--> //--> //-->
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
type_genre:"Aufsatz im Buch"
~subject:"Interest rate risk"
~subject:"Stochastic process"
~type_genre:"Collection of articles written by one author"
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:"Constant maturity swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate risk
Stochastic process
Interest rate derivative
116
Zinsderivat
116
Theorie
44
Theory
44
Yield curve
36
Zinsstruktur
36
USA
23
United States
23
Option pricing theory
18
Optionspreistheorie
18
Public bond
17
Öffentliche Anleihe
17
Estimation
14
Schätzung
14
Hedging
13
Swap
13
Interest rate
12
Zins
12
Derivat
11
Derivative
11
Deutschland
8
Germany
8
Stochastischer Prozess
8
Volatility
8
Volatilität
8
Credit risk
7
Kreditrisiko
7
Zinsrisiko
7
Anleihe
6
Bond
6
Risikoprämie
6
Risk premium
6
Börsenkurs
5
Currency derivative
5
Risiko
5
Risk
5
Share price
5
Währungsderivat
5
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Collection of articles written by one author
Article in journal
73
Aufsatz in Zeitschrift
73
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
29
Working Paper
29
Hochschulschrift
21
Thesis
17
Book section
14
Bibliografie enthalten
5
Bibliography included
5
Conference paper
3
Konferenzbeitrag
3
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Einführung
1
Sammlung
1
more ...
less ...
Language
All
English
11
German
5
Author
All
Jokisch, Jens
3
Grbac, Zorana
2
Amin, Ahsan
1
Amir-Atefi, Keyvan
1
Björk, Tomas
1
Broll, Udo
1
Byers, Steven L.
1
D'Souza, Dylan
1
Glau, Kathrin
1
Kenyon, Chris
1
Krief, David
1
Landén, Camilla
1
Mercurio, Fabio
1
Moreno, Manuel
1
Papapantoleon, Antonis
1
Racheva-Jotova, Borjana
1
Steinbrenner, Hans-Peter
1
Tankov, Peter
1
Ulrich, Maxim
1
Wahl, Jack E.
1
more ...
less ...
Published in...
All
Interest rate modelling after the financial crisis
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advances in risk management
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Financial derivatives : pricing and risk management
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Neue Finanzierungsinstrumente für Unternehmen : Strategie, Anwendung und Erfolgssicherung ; [15. Stuttgarter Unternehmensgespräch ... 8. November 1995]
1
Praxishandbuch Mittelstandsfinanzierung : mit Leasing, Factoring & Co. unternehmerische Potenziale ausschöpfen
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Unternehmen im Wandel - Change Management : mit 11 Tabellen
1
Vision und Verantwortung : Herausforderungen an der Schwelle zum neuen Jahrtausend ; Festschrift für Manfred Bodin zum 60. Geburtstag
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
3
Libor market models with stochastic basis
Mercurio, Fabio
- In:
Interest rate modelling after the financial crisis
,
(pp. 323-368)
.
2013
Persistent link: https://www.econbiz.de/10011456998
Saved in:
4
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
5
Short rate models with stochastic basis and smile
Kenyon, Chris
- In:
Interest rate modelling after the financial crisis
,
(pp. 455-474)
.
2013
Persistent link: https://www.econbiz.de/10011457037
Saved in:
6
Using derivatives to mange interest rate risk
Byers, Steven L.
- In:
Financial derivatives : pricing and risk management
,
(pp. 575-589)
.
2010
Persistent link: https://www.econbiz.de/10003920460
Saved in:
7
Der Einsatz derivater Instrumente in kleineren und mittelständischen Unternehmen
Steinbrenner, Hans-Peter
- In:
Praxishandbuch Mittelstandsfinanzierung : mit Leasing, …
,
(pp. 213-254)
.
2008
Persistent link: https://www.econbiz.de/10003705252
Saved in:
8
General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
Saved in:
9
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
10
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->