//--> //--> //-->
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:"Chiarella, Carl"
~person:"Fabozzi, Frank J."
~person:"Gupta, Anurag"
~subject:"Volatilität"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Interest rate derivative
28
Zinsderivat
28
Yield curve
14
Zinsstruktur
14
Theorie
12
Theory
12
Option pricing theory
8
Optionspreistheorie
8
Volatility
8
Interest rate
6
Zins
6
Australia
5
Australien
5
CAPM
5
Derivat
5
Derivative
5
Arbitrage
4
Estimation
4
Schätzung
4
Japan
3
Optionsgeschäft
3
USA
3
United States
3
Hedging
2
Option trading
2
Swap
2
1957-1996
1
1989-1994
1
1991
1
1996-1997
1
1998-2000
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Cheyette Model
1
Commodity exchange
1
Currency derivative
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
8
Author
All
Chiarella, Carl
Fabozzi, Frank J.
Gupta, Anurag
Hautsch, Nikolaus
12
Hess, Dieter
10
Moraleda Novo, Juan Manuel
7
Christiansen, Charlotte
5
Fang, Victor
5
Fornari, Fabio
5
Mercurio, Fabio
5
Veredas, David
5
Azad, A. S. M. Sohel
4
Bernoth, Kerstin
4
Bhar, Ramaprasad
4
Filipović, Damir
4
Gerhard, Frank
4
Rebonato, Riccardo
4
Smales, Lee A.
4
Trolle, Anders B.
4
Bachmair, Kilian
3
Bhargava, Vivek
3
Björk, Tomas
3
Hagen, Jürgen von
3
Kambhu, John
3
Malhotra, Davinder Kumar
3
Neuhaus, Holger
3
Ritchken, Peter H.
3
Strunk Hansen, Charlotte
3
Vorst, Ton
3
Zühlsdorff, Christian
3
Backwell, Alex
2
Bliss, Robert R.
2
Brigo, Damiano
2
Bødskov Andersen, Allan
2
Caspers, Peter
2
Chen, Carl R.
2
Chen, Lin
2
Fanelli, Viviana
2
Gurrola, Pedro
2
Gurrola-Perez, Pedro
2
Herrerias, Renata
2
Herrerías, Renata
2
more ...
less ...
Published in...
All
Advances in Pacific Basin financial markets
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
The journal of futures markets
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
3
The jump component of the volatility structure of interest rate futures markets : an international comparison
Chiarella, Carl
;
Tô, Thuy-duong
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1125-1158
Persistent link: https://www.econbiz.de/10001828527
Saved in:
4
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
5
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
6
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
7
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
8
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->