//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~subject:"Yield curve"
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:"model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
220
Theory
220
Option pricing theory
210
Optionspreistheorie
210
Stochastic process
149
Stochastischer Prozess
149
Volatility
137
Volatilität
137
Zinsstruktur
111
CAPM
80
Portfolio selection
78
Portfolio-Management
78
Black-Scholes model
77
Black-Scholes-Modell
76
Derivat
74
Derivative
74
Markov chain
66
Markov-Kette
66
Credit risk
42
Kreditrisiko
42
Option trading
41
Optionsgeschäft
41
Hedging
39
Börsenkurs
29
Share price
29
Estimation
26
Interest rate derivative
26
Schätzung
26
Zinsderivat
26
Risikoprämie
25
Risk premium
25
Swap
25
Forecasting model
24
Prognoseverfahren
24
Arbitrage Pricing
23
Arbitrage pricing
23
Financial market
23
Finanzmarkt
23
Interest rate
23
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
111
Type of publication (narrower categories)
All
Article in journal
111
Aufsatz in Zeitschrift
111
Conference paper
2
Konferenzbeitrag
2
Language
All
English
111
Author
All
Rebonato, Riccardo
5
Almeida, Caio
3
Biagini, Francesca
3
Gnoatto, Alessandro
3
Schmidt, Thorsten
3
Baviera, Roberto
2
Bermin, Hans-Peter
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Brody, Dorje C.
2
Chiarella, Carl
2
Elliott, Robert J.
2
Härtel, Maximilian
2
Macrina, Andrea
2
Matacz, Andrew
2
Mercurio, Fabio
2
Nikitopoulos, Christina Sklibosios
2
Nishihara, Michi
2
Ramponi, Alessandro
2
Schlögl, Erik
2
Schoenmakers, John
2
Shibata, Takashi
2
Yasuoka, Takashi
2
Abad, Pilar
1
Aihara, Shin Ichi
1
Akahori, Jirô
1
Albanese, Claudio
1
Andresen, Arne
1
Antonacci, Flavia
1
Avellaneda, Marco
1
Baaquie, Belal E.
1
Bagchi, Arunabha
1
Balland, P.
1
Banerjee, Tamal
1
Barton, Geoff
1
Bekker, Paul A.
1
Belomestny, Denis
1
Benito, Sonia
1
Benth, Fred Espen
1
Bernaschi, Massimo
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
Working paper series / European Central Bank
108
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
91
International review of economics & finance : IREF
86
Economics letters
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
111
Showing
1
-
10
of
111
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The classification of term structure shapes in the two-factor vasicek
model
: a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
2
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
3
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:
4
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:
5
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:
6
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->