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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Zinsstruktur"
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Zinsstruktur
Option pricing theory
203
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92
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
The financial review : the official publication of the Eastern Finance Association
9
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
7
The journal of portfolio management : a publication of Institutional Investor
6
The accounting review : a publication of the American Accounting Association
5
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Nepalese journal of economics : a publication of Uniglobe College
2
A Ronald Press Publication
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Review of regional research : a publication of the German-speaking section of the Regional Science Association International, Gesellschaft für Regionalforschung
1
Review of social economy : publication of the Association for Social Economics
1
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society
1
The economic journal of Nepal : a quarterly publication of the Central Department of Economics, Tribhuvan University
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
Ibhagui, Oyakhilome
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 89-112
Persistent link: https://www.econbiz.de/10012306197
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
A unified Willow tree framework for one-factor short-rate models
Wang, Guangguang
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011941393
Saved in:
4
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
5
A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
Saved in:
6
Analytical pricing of European bond options within one-factor quadratic term structure models
Leblon, Grégoire
;
Moraux, Franck
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 29-41
Persistent link: https://www.econbiz.de/10011687340
Saved in:
7
Modeling term structure of default correlation
Suchintabandid, Sira
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
Saved in:
8
Interest rates and credit spread dynamics
Neal, Robert S.
;
Rolph, Douglas
;
Dupoyet, Brice
;
Jiang, …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011399798
Saved in:
9
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:
10
The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
Giannikos, Christos
;
Guirguis, Hany S.
;
Suen, Michael
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010191936
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