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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Estimation theory"
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Derivat
Estimation theory
Yield curve
111
Zinsstruktur
111
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51
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51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
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International journal of theoretical and applied finance
Journal of banking & finance
21
The journal of fixed income
14
Journal of financial economics
13
Journal of empirical finance
11
Applied mathematical finance
10
Journal of financial and quantitative analysis : JFQA
10
Review of derivatives research
10
Journal of econometrics
9
The journal of computational finance
9
The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
NBER Working Paper
8
Quantitative finance
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Finance research letters
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The review of financial studies
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Applied economics letters
5
Applied financial economics
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Discussion paper / Tinbergen Institute
5
Finance and stochastics
5
Lecture notes in economics and mathematical systems : LNEMS
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
SpringerLink / Bücher
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working papers / Bank of England
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Asia-Pacific financial markets
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
30
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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
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
3
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:
4
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:
5
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:
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
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:
9
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:
10
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
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