//--> //--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Geldpolitik"
~subject:"Interest rate derivative"
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:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Interest rate derivative
Yield curve
45
Zinsstruktur
45
Theorie
24
Theory
24
Option pricing theory
18
Optionspreistheorie
18
Zinsderivat
13
USA
6
United States
6
Volatility
6
Volatilität
6
CAPM
5
Derivat
5
Derivative
5
Hedging
5
Swap
5
Estimation
4
Financial analysis
4
Finanzanalyse
4
Schätzung
4
Black-Scholes model
3
Black-Scholes-Modell
3
Credit risk
3
Kreditrisiko
3
Convertible bond
2
Credit derivative
2
Financial crisis
2
Finanzkrise
2
Geldmarkt
2
Kreditderivat
2
Money market
2
Option trading
2
Optionsgeschäft
2
Wandelanleihe
2
1982-1991
1
1982-1996
1
1990-1993
1
1993-1994
1
1997-1998
1
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Chen, Son-nan
4
Wu, Ting-pin
4
Arvanitis, Angelo
1
Benner, Wolfgang
1
Chang, Chuang-Chang
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Chung, San-Lin
1
Gregory, Jonathon
1
Jensen, Malene Shin
1
Jortzik, Stephan
1
Laurent, Jean-Paul
1
Moraleda Novo, Juan Manuel
1
Pelsser, Antoon André Jean
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Scott, Louis O.
1
Svenstrup, Mikkel
1
Uhrig, Marliese
1
Wang, Chun-chao
1
Xiao, Tim
1
Zyapkov, Lyudmil
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
NBER working paper series
46
Working paper / National Bureau of Economic Research, Inc.
43
Working paper series / European Central Bank
42
Discussion paper / Centre for Economic Policy Research
35
NBER Working Paper
35
Journal of banking & finance
34
Journal of international money and finance
30
International journal of theoretical and applied finance
28
Journal of monetary economics
28
Finance and economics discussion series
25
Working papers / The Levy Economics Institute
25
Applied economics
24
Working papers / Bank for International Settlements
24
Working papers series / Federal Reserve Bank of San Francisco
24
Discussion papers / CEPR
23
Journal of money, credit and banking : JMCB
23
Economics letters
22
Journal of economic dynamics & control
21
Working paper
20
Journal of financial economics
19
Staff reports / Federal Reserve Bank of New York
19
The journal of fixed income
19
Economic modelling
18
ECB Working Paper
17
IMF working papers
17
Staff working paper / Bank of Canada
16
Applied economics letters
15
Discussion paper
15
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of computational finance
15
The journal of futures markets
14
CESifo working papers
13
CAMA working paper series
12
IMES discussion paper series / Englische Ausgabe
12
International journal of central banking : IJCB
12
Journal of international financial markets, institutions & money
12
Journal of macroeconomics
12
Staff working papers / Bank of England
12
BIS working papers
11
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
3
An efficient lattice algorithm for the LIBOR market model
Xiao, Tim
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009316814
Saved in:
4
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
5
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
6
A multi-factor cross-currency LIBOR market mode
Benner, Wolfgang
;
Zyapkov, Lyudmil
;
Jortzik, Stephan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 53-71
Persistent link: https://www.econbiz.de/10003862783
Saved in:
7
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
8
Pricing Asian-style interest rate swaps
Chang, Chuang-Chang
;
Chung, San-Lin
- In:
The journal of derivatives : the official publication …
9
(
2002
)
4
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001708447
Saved in:
9
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
10
Building models for credit spreads
Arvanitis, Angelo
;
Gregory, Jonathon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001432491
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->