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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Interest rate"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Interest rate
Yield curve
111
Zinsstruktur
111
Theorie
69
Theory
69
Option pricing theory
50
Optionspreistheorie
50
Stochastic process
34
Stochastischer Prozess
34
Interest rate derivative
33
Zinsderivat
33
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30
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27
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27
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24
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Macrina, Andrea
2
Akahori, Jirô
1
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1
Aste, Tomaso
1
Avellaneda, Marco
1
Baviera, Roberto
1
Bayraktar, Erhan
1
Benth, Fred Espen
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1
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1
Brody, Dorje C.
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1
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1
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1
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1
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1
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1
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1
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1
Gan, Junwu
1
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1
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1
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1
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1
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1
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1
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International journal of theoretical and applied finance
Journal of banking & finance
147
Applied economics
145
Journal of money, credit and banking : JMCB
141
Journal of international money and finance
101
Journal of macroeconomics
101
Economic modelling
100
Journal of monetary economics
98
Economics letters
93
Applied financial economics
76
Applied economics letters
72
Journal of economic dynamics & control
66
The journal of real estate finance and economics
65
International review of economics & finance : IREF
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Economic review
58
Finance research letters
58
European economic review : EER
50
International journal of economics and financial issues : IJEFI
44
Journal of policy modeling : JPMOD ; a social science forum of world issues
44
Journal of economics & business
43
The North American journal of economics and finance : a journal of financial economics studies
42
Macroeconomic dynamics
41
International journal of economics and finance
40
The review of financial studies
40
International journal of finance & economics : IJFE
39
The journal of finance : the journal of the American Finance Association
39
Journal of financial economics
38
Journal of post-Keynesian economics : JPKE
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Insurance / Mathematics & economics
36
The review of economics and statistics
35
The empirical economics letters : a monthly international journal of economics
34
Economic inquiry : journal of the Western Economic Association International
32
Journal of international financial markets, institutions & money
32
The journal of fixed income
32
International review of financial analysis
31
Kredit und Kapital
31
Review / Federal Reserve Bank of St. Louis
31
The European journal of finance
29
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ECONIS (ZBW)
30
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1
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:
2
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:
3
Back-of-the-envelope swaptions in a very parsimonious multi-curve
interest
rate
model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
4
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:
5
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:
6
Note on the Smith-Wilson
interest
rate
curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
7
General analysis of long-term interest rates
Biagini, Francesca
;
Gnoatto, Alessandro
;
Härtel, Maximilian
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270881
Saved in:
8
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
9
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
10
Explosive behavior in a log-normal
interest
rate
model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
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