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~isPartOf:"Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"The review of financial studies"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Interest rate futures"
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Optionspreistheorie
Interest rate derivative
24
Zinsderivat
24
Theorie
16
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16
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14
Zinsstruktur
14
Option pricing theory
10
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Bardenhewer, Martin Maria
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Chacko, George
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Das, Sanjiv
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Düllmann, Klaus
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Goldstein, Robert S.
1
Heitmann, Frank
1
Phillips, Peter C. B.
1
Schmidt, Andreas
1
Schulze, Michael
1
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1
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
Gabler Edition Wissenschaft
The review of financial studies
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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1
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
2
Extended Libor market models with affine and quadratic volatility
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10001667067
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3
Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
Saved in:
4
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
5
A Libor market model with default risk
Schönbucher, Philipp J.
-
2001
Persistent link: https://www.econbiz.de/10001598736
Saved in:
6
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
Saved in:
7
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
8
Eigenmittelunterlegung von Zinsrisiken bei Kreditinstituten
Schmidt, Andreas
-
1998
Persistent link: https://www.econbiz.de/10000989389
Saved in:
9
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
10
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
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