//--> //--> //-->
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:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Interest rate"
~subject:"Volatilität"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Volatilität
Interest rate derivative
19
Zinsderivat
19
Yield curve
16
Zinsstruktur
16
Theorie
11
Theory
11
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
5
Stochastischer Prozess
5
Swap
5
Derivat
4
Derivative
4
Volatility
4
Credit risk
3
Kreditrisiko
3
Bond
2
CAPM
2
Currency derivative
2
Libor
2
Währungsderivat
2
Zins
2
ALM
1
Anleihe
1
Callable Bond
1
Cap or Floor Pricing
1
Combined Estimating Functions
1
Contagious Risk
1
Credit Default Swap
1
Credit derivative
1
Credit rating
1
Cross Currency
1
Diffusion Processes
1
Estimation theory
1
Finanzmathematik
1
Fractional Vasicek Interest Rate Model
1
Game theory
1
Generalized Ho-Lee Model
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Koulis, Theodoro
2
Cotton, Peter
1
Fouque, Jean-Pierre
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Papanicolaou, George
1
Papapantoleon, Antonis
1
Paseka, Alex
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Sircar, Ronnie
1
Teichmann, Josef
1
Thaaneswaran, Aerambamoorthy
1
Thavaneswaran, Aera
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
20
International journal of theoretical and applied finance
12
Journal of banking & finance
10
Applied financial economics
7
The journal of computational finance
7
Working papers / The Levy Economics Institute
7
Applied mathematical finance
6
The European journal of finance
6
Finance and stochastics
5
Quantitative finance
5
Review of derivatives research
5
The journal of fixed income
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Applied economics
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Economics letters
3
International journal of financial engineering
3
International review of financial analysis
3
Journal of econometrics
3
Journal of financial economics
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Staff reports / Federal Reserve Bank of New York
3
Série de trabalhos para discussão
3
The handbook of fixed income securities
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The review of financial studies
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Advances in Pacific Basin financial markets
2
Advances in investment analysis and portfolio management : a research annual
2
Annual review of financial economics
2
Applied financial economics letters
2
CoFE discussion papers
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
2
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
3
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
Saved in:
4
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
Saved in:
5
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
6
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->