//--> //--> //-->
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:"Discussion paper / B"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of fixed income"
~subject:"Option pricing theory"
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:"Interest-rate elasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Interest rate risk
17
Zinsrisiko
17
Theorie
8
Theory
8
Hedging
6
USA
5
United States
5
Yield curve
5
Zinsstruktur
5
Optionspreistheorie
4
Devisenmarkt
3
Foreign exchange market
3
Actuarial mathematics
2
Capital income
2
Kapitaleinkommen
2
Lebensversicherung
2
Life insurance
2
Versicherungsmathematik
2
1954-1997
1
1992-1995
1
1995-1997
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Arbeitsangebot
1
Arbeitslosigkeit
1
Arbeitsmarktpolitik
1
Asset-Backed Securities
1
Asset-backed securities
1
Bank
1
Business cycle
1
CAPM
1
Corporate bond
1
Credit risk
1
Derivat
1
Derivative
1
Dow Jones Islamic Market Index
1
Eigeninteresse
1
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Forschungsbericht
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Frey, Rüdiger
2
Sommer, Daniel
2
Gao, Quansheng
1
He, Ting
1
Longstaff, Francis A.
1
Zhang, Chi
1
Published in...
All
Discussion paper / B
Economic modelling
The journal of fixed income
Finance : revue de l'Association Française de Finance
3
Discussion paper / Tinbergen Institute
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Risk and decision analysis
2
Special issue on insurance and financial risk management
2
The European journal of finance
2
The Geneva papers on risk and insurance theory
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific journal of risk and insurance : APJRI
1
Gabler Edition Wissenschaft
1
Gabler-Edition Wissenschaft
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Investment management and financial management
1
Journal of pension economics and finance : JPEF
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Neue betriebswirtschaftliche Studienbücher
1
Oberwolfach
1
Quantitative finance
1
Revista de análisis económico
1
Risks : open access journal
1
Schriften zur Immobilienökonomie
1
Springer finance
1
The journal of applied business research
1
The journal of computational finance
1
The journal of risk model validation
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
Saved in:
2
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
3
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
4
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->