//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Anleihe"
~subject:"Geldpolitik"
~subject:"Optionspreistheorie"
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:"Zinsstruktur"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Geldpolitik
Optionspreistheorie
Yield curve
26
Zinsstruktur
26
Option pricing theory
15
Interest rate
10
Volatility
9
Volatilität
9
Zins
9
Derivat
7
Derivative
7
Interest rate derivative
7
Zinsderivat
7
CAPM
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Bond
4
Credit risk
4
Kreditrisiko
4
Public bond
4
Öffentliche Anleihe
4
Interest rate derivatives
3
Interest rates
3
Risiko
3
Risk
3
Swap
3
Term structure
3
Collateral
2
Erwartungsbildung
2
Estimation theory
2
Expectation formation
2
Expectations hypothesis
2
HJM
2
Interest rate modelling
2
Kreditsicherung
2
Negative interest rates
2
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Bianchi, Michele Leonardo
1
Brigo, Damiano
1
Capriotti, Luca
1
Chen, Fen-Ying
1
Deelstra, Griselda
1
Duarte, Diogo
1
Eberlein, Ernst
1
Felpel, Mike
1
Filipović, Damir
1
Gerhart, Christoph
1
Graceffa, Federico
1
Grzelak, Lech A.
1
Hagan, Patrick S.
1
Huang, Hong Chih
1
Hull, John
1
Hölzermann, Julian
1
Kienitz, Jörg
1
Kitapbayev, Yerkin
1
Lesniewski, Andrew
1
Lorig, Matthew
1
McWalter, Thomas A.
1
Neuman, Eyal
1
Prieto, Rodolfo
1
Putyatin, Vladislav
1
Realdon, Marco
1
Rebonato, Riccardo
1
Shen, Yang
1
Shinozaki, Yuji
1
Skoufis, G. E.
1
Takamizawa, Hideyuki
1
Tassinari, Gian Luca
1
White, Alan
1
Wolf, Felix Lukas
1
Woodward, Diana E.
1
Xiong, Jie
1
Yang, Sharon S.
1
Zhang, Xin
1
Zou, Bin
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of banking & finance
60
NBER working paper series
59
Working paper / National Bureau of Economic Research, Inc.
55
International journal of theoretical and applied finance
49
Working paper series / European Central Bank
47
NBER Working Paper
41
Discussion paper / Centre for Economic Policy Research
40
Journal of international money and finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
ECB Working Paper
34
Finance and economics discussion series
33
The journal of fixed income
33
Working papers series / Federal Reserve Bank of San Francisco
33
Journal of monetary economics
31
Finance research letters
30
Discussion papers / CEPR
29
Economic modelling
27
Applied economics
26
Journal of economic dynamics & control
26
Journal of financial economics
26
Journal of money, credit and banking : JMCB
26
Working paper
26
Staff reports / Federal Reserve Bank of New York
25
Working papers / Bank for International Settlements
25
The journal of computational finance
24
Applied mathematical finance
23
Working papers / The Levy Economics Institute
23
The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics letters
21
Discussion paper
21
Economics letters
21
International review of economics & finance : IREF
21
Review of derivatives research
21
Finance and stochastics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of futures markets
18
Staff working paper / Bank of Canada
17
CESifo working papers
16
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
2
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
3
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
4
Effective Markovian projection : application to CMS spread options and mid-curve swaptions
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1169-1192
Persistent link: https://www.econbiz.de/10013367891
Saved in:
5
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
6
The Hull-White model under volatility uncertainty
Hölzermann, Julian
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1921-1933
Persistent link: https://www.econbiz.de/10012696796
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
9
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
10
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->