//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
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:"Term+structure+of+interest+rates"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Yield curve
29
Zinsstruktur
29
Option pricing theory
15
Optionspreistheorie
15
Stochastic process
11
Stochastischer Prozess
11
Derivative
10
Theorie
10
Theory
10
Interest rate
9
Zins
9
Interest rate derivative
8
Zinsderivat
8
Credit risk
6
Kreditrisiko
6
Volatility
6
Volatilität
6
Risikoprämie
5
Risk premium
5
Swap
5
CAPM
4
Anleihe
3
Bond
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
interest rates
3
Betriebliche Liquidität
2
Capital income
2
Capital structure
2
Corporate bond
2
Corporate liquidity
2
Credit derivative
2
Estimation
2
Geldmarkt
2
Geldpolitik
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Conference paper
1
Konferenzbeitrag
1
Language
All
English
10
Author
All
Antonacci, Flavia
1
Avellaneda, Marco
1
Costantini, Cristina
1
D'Ippoliti, Fernanda
1
Daniluk, Andrzej
1
Gach, Florian
1
Genaro, Alan de
1
Gümbel, Sandrine
1
Han, Xixuan
1
Hess, Markus
1
Huang, Wen-Li
1
Kerkhof, Franciscus Lambertus Johannes
1
Liu, Wen-Qiong
1
Muchorski, Rafał
1
Papi, Marco
1
Schmidt, Thorsten
1
Tee, Chyng Wen
1
Wei, Boyu
1
Willems, Sander
1
Yang, Hailiang
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
7
Journal of banking & finance
5
Review of derivatives research
4
SpringerLink / Bücher
4
Annual review of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Journal of empirical finance
3
Journal of financial economics
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The European journal of finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied mathematical finance
2
European journal of operational research : EJOR
2
Finance research letters
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International journal of financial engineering
2
International review of economics & finance : IREF
2
Journal of financial markets
2
Journal of mathematical finance
2
Pacific-Basin finance journal
2
Research paper series / Swiss Finance Institute
2
Springer eBook Collection
2
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
2
The journal of computational finance
2
The journal of futures markets
2
Applied Quantitative Finance
1
Applied economics
1
Asia-Pacific journal of financial studies
1
BestMasters
1
Economic theory
1
Economics letters
1
Energy economics
1
Finance and stochastics
1
Financial markets and asset pricing
1
International journal of bonds and derivatives
1
International review of financial analysis
1
Journal of advanced studies in finance : JASF
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
3
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
4
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
5
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
6
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
7
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
8
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
9
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
10
Note on the Smith-Wilson interest rate curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->