//--> //--> //-->
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:"European journal of operational research : EJOR"
~subject:"Derivative"
~type_genre:"Article in journal"
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:"Zinstermingeschäft"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Interest rate derivative
6
Zinsderivat
6
Option pricing theory
4
Optionspreistheorie
4
Yield curve
4
Zinsstruktur
4
Finance
3
Stochastic process
3
Stochastischer Prozess
3
Credit risk
2
Derivat
2
Kreditrisiko
2
Swap
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Algorithm
1
Algorithmus
1
Arbitrage-free models
1
Asset price
1
Basis swaps
1
CAPM
1
Credit crisis
1
Credit rationing
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Finite dimensional realizations
1
GARCH
1
Gaussian dynamic term structure Models
1
Government securities
1
HJM
1
HJM model
1
Hedging
1
Interest rate
1
Interest rate derivatives
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fanelli, Viviana
1
Li, Haitao
1
Ye, Xiaoxia
1
Yu, Fan
1
Published in...
All
European journal of operational research : EJOR
International journal of theoretical and applied finance
10
The journal of futures markets
10
The journal of computational finance
8
Applied mathematical finance
7
Quantitative finance
5
Journal of banking & finance
4
Annual review of financial economics
3
International review of financial analysis
3
Journal of financial economics
3
Journal of mathematical finance
3
Review of derivatives research
3
The European journal of finance
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied economics
2
Finance and stochastics
2
Finance research letters
2
Finanzmarkt und Portfolio-Management
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International journal of financial engineering
2
Journal of investment management : JOIM
2
Journal of risk and financial management : JRFM
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Theoretical economics letters
2
Acta Universitatis Danubius / Oeconomica
1
Administrative science quarterly : ASQ ; dedicated to advancing the understanding of administration through empirical investigation and theoretical analysis
1
Advances in futures and options research : a research annual
1
Applied financial economics
1
Argumenta oeconomica
1
Asia-Pacific financial markets
1
Australasian accounting business and finance journal : AABF
1
Bank i kredyt
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
1
Banking and finance review
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Computational economics
1
Die Bank
1
Economia e banca : rivista di economia e finanza ; quadrimestrale
1
Economic perspectives
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
2
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->