//--> //--> //-->
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:"Das, Sanjiv R."
~type_genre:"Aufsatz in Zeitschrift"
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:"Interest rate futures"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
4
Zinsderivat
4
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zinsstruktur
3
Theorie
2
Theory
2
Correlation
1
Credit
1
Derivat
1
Derivative
1
Insolvency
1
Insolvenz
1
Korrelation
1
Kredit
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Book review
1
Rezension
1
Language
All
English
4
Author
All
Das, Sanjiv R.
Bhar, Ramaprasad
9
Chiarella, Carl
9
Chen, Ren-Raw
8
Ito, Takayasu
8
Rebonato, Riccardo
8
Chen, Son-nan
7
Fang, Victor
7
Gay, Gerald D.
7
Malhotra, Davinder Kumar
7
Ritchken, Peter H.
7
Subrahmanyam, Marti G.
7
Hegde, Shantaram P.
6
Hull, John
6
Jamshidian, Farshid
6
White, Alan
6
Wu, Ting-pin
6
Ap Gwilym, Owain
5
Arak, Marcelle V.
5
Bhargava, Vivek
5
Chance, Don M.
5
Eberlein, Ernst
5
Gupta, Anurag
5
Jarrow, Robert A.
5
Kolb, Robert W.
5
Li, Haitao
5
Poskitt, Russell
5
Ronn, Ehud I.
5
Tse, Yiuman
5
Akram, Tanweer
4
Azad, A. S. M. Sohel
4
Batten, Jonathan A.
4
Bhattacharya, Anand K.
4
Brooks, Robert
4
Frino, Alex
4
Hein, Scott E.
4
Kawaller, Ira G.
4
Koch, Timothy W.
4
Kuprianov, Anatoli
4
Lin, Shih-kuei
4
more ...
less ...
Published in...
All
Journal of economic dynamics & control
1
Journal of economic literature
1
Review of derivatives research
1
The journal of fixed income
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
2
[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]
Das, Sanjiv R.
- In:
Journal of economic literature
42
(
2004
)
2
,
pp. 528-529
Persistent link: https://www.econbiz.de/10002166536
Saved in:
3
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
4
Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R.
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->