//--> //--> //--> //-->
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:"Finance and stochastics"
~subject:"Kapitaleinkommen"
~subject:"Risk premium"
~subject:"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:"Term structure theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Risk premium
Theory
Yield curve
51
Zinsstruktur
51
Theorie
38
Stochastic process
19
Stochastischer Prozess
19
Option pricing theory
18
Optionspreistheorie
18
Interest rate derivative
8
Zinsderivat
8
CAPM
6
Martingal
6
Martingale
6
Arbitrage Pricing
5
Arbitrage pricing
5
Volatility
5
Volatilität
5
Interest rate
4
Markov chain
4
Markov-Kette
4
Anleihe
3
Bond
3
Derivat
3
Derivative
3
HJM model
3
Swap
3
Zins
3
Affine process
2
Bond market
2
Capital income
2
Estimation theory
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Rentenmarkt
2
Schätztheorie
2
Semimartingale
2
Zero-Bond
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Eberlein, Ernst
2
Fontana, Claudio
2
Aase Nielsen, Jørgen
1
Babbs, Simon H.
1
Barski, Michał
1
Björk, Tomas
1
Brigo, Damiano
1
Buchardt, Kristian
1
Buehler, Hans
1
Carmona, René
1
Chiarella, Carl
1
Choi, Jin Hyuk
1
Cuchiero, Christa
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Döberlein, Frank
1
Elliott, Robert J.
1
Filipović, Damir
1
Furrer, Christian
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Griffin, Philip S.
1
Göing-Jaeschke, Anja
1
Gümbel, Sandrine
1
Hansen, Asbjørn Trolle
1
Heath, David
1
Hoek, John van der
1
Hughston, Lane P.
1
Jacod, Jean
1
Jaschke, Stefan R.
1
Keller-Ressel, Martin
1
Ku, Hyejin
1
Kwon, Oh Kang
1
Landén, Camilla
1
Larsen, Kasper
1
Leblanc, Boris
1
Linetsky, Vadim
1
Mataix-Pastor, Vicente
1
Mercurio, Fabio
1
more ...
less ...
Published in...
All
Finance and stochastics
NBER working paper series
138
Journal of banking & finance
118
Working paper / National Bureau of Economic Research, Inc.
116
NBER Working Paper
115
Journal of financial economics
79
The journal of fixed income
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
59
Discussion paper / Centre for Economic Policy Research
58
Finance and economics discussion series
58
Journal of international money and finance
56
Working paper series / European Central Bank
53
Working paper
51
The review of financial studies
50
Economics letters
48
The journal of finance : the journal of the American Finance Association
47
Journal of empirical finance
45
Journal of money, credit and banking : JMCB
44
Finance research letters
43
Journal of economic dynamics & control
43
International review of economics & finance : IREF
41
Journal of financial and quantitative analysis : JFQA
39
Discussion papers / CEPR
36
CESifo working papers
35
Staff reports / Federal Reserve Bank of New York
33
Journal of monetary economics
32
Working papers series / Federal Reserve Bank of San Francisco
32
Discussion paper
31
International review of financial analysis
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Applied economics
28
Applied mathematical finance
28
ECB Working Paper
28
Economic modelling
28
Journal of econometrics
28
Journal of international financial markets, institutions & money
28
The European journal of finance
28
Research paper series / Swiss Finance Institute
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
2
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
3
Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
Saved in:
4
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
5
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
6
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
7
Forward rate models with linear volatilities
Barski, Michał
;
Zabczyk, Jerzy
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009562291
Saved in:
8
Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.
;
Tehranchi, M. R.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
Saved in:
9
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
10
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin
;
Steiner, Thomas
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->