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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~subject:"Zins"
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Search: subject_exact:"Term+structure+of+interest+rates"
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Portfolio selection
Zins
Yield curve
111
Zinsstruktur
111
Theorie
51
Theory
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
Stochastic process
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25
Derivative
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Macrina, Andrea
2
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1
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1
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Biagini, Francesca
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1
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1
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International journal of theoretical and applied finance
NBER working paper series
59
NBER Working Paper
44
Journal of banking & finance
35
Working paper / National Bureau of Economic Research, Inc.
33
Working papers / The Levy Economics Institute
27
Applied economics
26
Working papers / Bank for International Settlements
21
The journal of fixed income
20
Economic modelling
19
Journal of money, credit and banking : JMCB
18
International review of economics & finance : IREF
17
Working paper series / European Central Bank
17
IMF working papers
16
Working paper
16
Applied economics letters
15
Discussion papers / CEPR
15
Journal of financial economics
15
Finance and economics discussion series
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Finance research letters
14
Journal of international money and finance
14
Staff working paper / Bank of Canada
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The North American journal of economics and finance : a journal of financial economics studies
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied financial economics
12
Discussion paper
12
Insurance / Mathematics & economics
12
Journal of mathematical finance
12
Cogent economics & finance
11
The journal of finance : the journal of the American Finance Association
11
Journal of economic dynamics & control
10
Journal of empirical finance
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
CESifo working papers
9
Discussion paper / Centre for Economic Policy Research
9
International journal of finance & economics : IJFE
9
International journal of financial engineering
9
Journal of monetary economics
9
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ECONIS (ZBW)
21
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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
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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
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:
6
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:
7
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:
8
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:
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
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:
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