//--> //--> //--> //-->
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
~language:"eng"
~subject:"Theory"
~type_genre:"Forschungsbericht"
~type_genre:"Glossary included"
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:"Zinsspread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Yield curve
20
Zinsstruktur
20
Theorie
15
Option pricing theory
6
Optionspreistheorie
6
CAPM
4
Interest rate derivative
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Zinsderivat
4
Portfolio selection
3
Portfolio-Management
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Arbitrage Pricing
2
Arbitrage pricing
2
Börsenkurs
2
Finanzmathematik
2
Share price
2
Zero-Bond
2
Zero-coupon bond
2
Anleihe
1
Bayes-Statistik
1
Bayesian inference
1
Bond
1
Bond market
1
Credit risk
1
Derivat
1
Derivat <Wertpapier>
1
Derivative
1
Deutschland
1
Economic model
1
Emissionsgeschäft
1
Estimation
1
Euromarkets
1
Euromarkt
1
Financial economics
1
Forecast
1
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Forschungsbericht
Glossary included
Article in journal
1,873
Aufsatz in Zeitschrift
1,873
Graue Literatur
1,199
Non-commercial literature
1,199
Arbeitspapier
1,163
Working Paper
1,163
Hochschulschrift
150
Aufsatz im Buch
136
Book section
136
Thesis
126
Collection of articles written by one author
53
Sammlung
53
Collection of articles of several authors
16
Sammelwerk
16
Lehrbuch
15
Textbook
14
Systematic review
12
Übersichtsarbeit
12
Bibliografie enthalten
11
Bibliography included
11
Conference paper
10
Konferenzbeitrag
10
Konferenzschrift
9
Amtsdruckschrift
7
Aufsatzsammlung
7
Government document
7
Mikroform
5
Reprint
5
Conference proceedings
4
Accompanied by computer file
2
Amtliche Publikation
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Einführung
1
Festschrift
1
Glossar enthalten
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
German
1
Author
All
Sommer, Daniel
4
Sondermann, Dieter
4
Schlögl, Erik
3
Musiela, Marek
2
Sandmann, Klaus
2
Belomestny, Denis
1
Douglas, Livingston G.
1
Fischer, Tom
1
Goldys, Beniamin
1
Gombani, Andrea
1
Jaschke, Stefan R.
1
Kolodko, Anastasia
1
May, Angelika
1
Miltersen, Kristian R.
1
Runggaldier, Wolfgang J.
1
Schloegl, Lutz
1
Schoenmakers, John
1
Schoenmakers, John G. M.
1
Schönbucher, Philipp J.
1
Walther, Brigitte
1
more ...
less ...
Institution
All
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
All
Discussion paper / B
10
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Preprint / Technische Universität Darmstadt, Fachbereich Mathematik
1
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
2
Simulation of the yield curve : checking a cox-ingersoll-ross model
Fischer, Tom
;
May, Angelika
;
Walther, Brigitte
-
2002
Persistent link: https://www.econbiz.de/10001718852
Saved in:
3
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
Saved in:
4
A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea
;
Jaschke, Stefan R.
;
Runggaldier, …
-
Weierstraß-Institut für Angewandte Analysis und Stochastik
-
2002
Persistent link: https://www.econbiz.de/10001802389
Saved in:
5
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
6
Factor models and the shape of the term structure
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000954666
Saved in:
7
A tractable term structure model with endogenous interpolation and positive interest rates
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000987003
Saved in:
8
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
Saved in:
9
The term structure of defaultable bond prices
Schönbucher, Philipp J.
-
1996
Persistent link: https://www.econbiz.de/10000960002
Saved in:
10
On short rate processes and their implications for term structure movements
Schlögl, Erik
-
1994
Persistent link: https://www.econbiz.de/10000903338
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->