//--> //--> //-->
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
~person:"Bhar, Ramaprasad"
~person:"Grbac, Zorana"
~subject:"Caplet"
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:"Constant maturity swap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Caplet
Interest rate derivative
19
Zinsderivat
19
Option pricing theory
10
Optionspreistheorie
10
Australia
9
Australien
9
Yield curve
9
Zinsstruktur
9
Theorie
7
Theory
7
Stochastic process
5
Stochastischer Prozess
5
Volatility
4
Volatilität
4
Credit risk
3
Derivat
3
Derivative
3
Estimation
3
Interest rate
3
Japan
3
Kreditrisiko
3
Schätzung
3
Zins
3
1987-1990
1
1988-1989
1
1989-1994
1
1991
1
1996-1997
1
Affine LIBOR models
1
Anleihe
1
Asymptotic approximation
1
Bond
1
CAPM
1
Counterparty risk
1
Credit rating
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Expectation formation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Bhar, Ramaprasad
Grbac, Zorana
Krief, David
1
Tankov, Peter
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->