//--> //--> //-->
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 risk management in financial institutions"
~person:"Jarrow, Robert A."
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_exact:"Zinskurve"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
1
HJM model
1
Interest rate
1
Low-interest-rate policy
1
Niedrigzinspolitik
1
Option pricing theory
1
Optionspreistheorie
1
Simulation
1
Yield curve
1
Zins
1
Zinsstruktur
1
affine models
1
arbitrage free
1
multiple factors
1
negative interest rates
1
term structure of interest rates
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jarrow, Robert A.
Deventer, Donald R. van
1
Perilioglu, Ahmet
1
Perilioglu, Karina
1
Skoglund, Jimmy
1
Published in...
All
Journal of risk management in financial institutions
Annual review of financial economics
3
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
The quarterly journal of finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Johnson School Research Paper
1
Johnson School Research Paper Series
1
Journal of banking & finance
1
Journal of the American Statistical Association : JASA
1
Mathematics and financial economics
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->