//--> //--> //--> //-->
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
~isPartOf:"Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society"
~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
121
Zinsstruktur
121
Theorie
52
Theory
52
Option pricing theory
43
Optionspreistheorie
43
Derivative
28
Interest rate derivative
27
Stochastic process
27
Stochastischer Prozess
27
Zinsderivat
27
Volatility
18
Volatilität
18
Credit risk
16
Interest rate
16
Kreditrisiko
16
Risikoprämie
16
Risk premium
16
Zins
16
CAPM
12
Swap
12
Anleihe
11
Bond
11
Markov chain
11
Markov-Kette
11
Estimation
10
Schätzung
10
Portfolio selection
8
Portfolio-Management
8
Brasilien
6
Brazil
6
Capital income
6
Credit derivative
6
Estimation theory
6
Forecasting model
6
Hedging
6
Kapitaleinkommen
6
Kreditderivat
6
Prognoseverfahren
6
more ...
less ...
Online availability
All
Undetermined
10
Free
3
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Conference paper
1
Konferenzbeitrag
1
Language
All
English
28
Author
All
Almeida, Caio
2
Brigo, Damiano
2
Schmidt, Thorsten
2
Antonacci, Flavia
1
Avellaneda, Marco
1
Banerjee, Tamal
1
Biagini, Francesca
1
Bregman, Julia
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Costantini, Cristina
1
D'Ippoliti, Fernanda
1
Daniluk, Andrzej
1
De Malherbe, Etienne
1
Gach, Florian
1
Genaro, Alan de
1
Ghosh, Mrinal K.
1
Gombani, Andrea
1
Gümbel, Sandrine
1
Han, Xixuan
1
Hess, Markus
1
Hinnerich, Mia
1
Huang, Wen-Li
1
Huehne, Florian
1
Iyer, Srikanth K.
1
Jaimungal, Sebastian
1
Joshi, Mark S.
1
Kerkhof, Franciscus Lambertus Johannes
1
Laurini, Márcio Poletti
1
Liu, Wen-Qiong
1
Lund, Bruno
1
Mauad, Roberto Baltieri
1
Mercurio, Fabio
1
Meyer-Brandis, Thilo
1
Muchorski, Rafał
1
Nikitopoulos, Christina Sklibosios
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Papi, Marco
1
Pereira, Leonardo
1
more ...
less ...
Published in...
All
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
International journal of theoretical and applied finance
Journal of banking & finance
15
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
9
The journal of fixed income
9
The journal of futures markets
9
The journal of computational finance
8
Quantitative finance
7
Journal of financial and quantitative analysis : JFQA
6
International review of financial analysis
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Lecture notes in economics and mathematical systems : LNEMS
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
SpringerLink / Bücher
4
Working paper
4
Annual review of financial economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance and stochastics
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The journal of real estate finance and economics
3
Williams College Economics Department working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advances in futures and options research : a research annual
2
Applied economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
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
Pricing options embedded in debentures with credit risk
Almeida, Caio
;
Pereira, Leonardo
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
Saved in:
6
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:
7
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:
8
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->