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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject:"Termingeschäft"
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Estimation
Theory
Yield curve
Derivat
189
Derivative
189
Option pricing theory
102
Optionspreistheorie
102
Theorie
72
Stochastic process
60
Stochastischer Prozess
60
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41
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Brigo, Damiano
6
Jeanblanc, Monique
4
Bielecki, Tomasz R.
3
Pallavicini, Andrea
3
Aurell, Erik
2
Buescu, Cristin
2
Cialenco, Igor
2
Crépey, S.
2
D'Ippoliti, Fernanda
2
Gapeev, Pavel V.
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Turvey, Calum Greig
2
Albanese, Claudio
1
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1
Antonacci, Flavia
1
Assa, Hirbod
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Capponi, Agostino
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chekhlov, Alexei
1
Chen, Li
1
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1
Chmakova, Alina Y.
1
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
156
Journal of banking & finance
78
Journal of financial and quantitative analysis : JFQA
37
The journal of finance : the journal of the American Finance Association
35
Advances in futures and options research : a research annual
34
Energy economics
33
Journal of financial economics
31
NBER working paper series
31
Finance and stochastics
30
International review of financial analysis
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
The review of financial studies
29
Applied mathematical finance
28
Applied financial economics
27
NBER Working Paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Review of derivatives research
26
Economics letters
25
SpringerLink / Bücher
25
The European journal of finance
25
The journal of fixed income
23
International review of economics & finance : IREF
22
Working paper / National Bureau of Economic Research, Inc.
21
European journal of operational research : EJOR
20
Finance research letters
20
Journal of economic dynamics & control
20
Gabler Edition Wissenschaft
18
The journal of computational finance
18
The journal of credit risk : published quarterly by Incisive Media
18
Quantitative finance
16
Working paper
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance and economics discussion series
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
Finance : revue de l'Association Française de Finance
14
Applied economics letters
13
Journal of empirical finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
90
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90
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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
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
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:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
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:
6
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
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:
8
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:
9
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
10
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
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