//--> //--> //-->
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:"Gnoatto, Alessandro"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Affine processes
2
Interest rate derivative
2
Option pricing theory
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Capital income
1
Caps
1
Derivat
1
Derivative
1
Fast Fourier transform
1
Floors
1
Forward rate agreement
1
HJM model
1
Kapitaleinkommen
1
Libor market model
1
Libor rate
1
Martingal
1
Martingale
1
Multiple yield curves
1
Multiplicative spreads
1
Semimartingale
1
Stochastic process
1
Stochastischer Prozess
1
Swaptions
1
Volatility
1
Volatilität
1
Wishart process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Lehrbuch
Article in journal
2
Language
All
English
2
Author
All
Gnoatto, Alessandro
Chen, Son-nan
5
Rebonato, Riccardo
5
Eberlein, Ernst
4
Ritchken, Peter H.
4
Wu, Ting-pin
4
Backwell, Alex
3
Bhar, Ramaprasad
3
Das, Sanjiv R.
3
Joshi, Mark S.
3
Lin, Shih-kuei
3
Papapantoleon, Antonis
3
Schoenmakers, John
3
Almeida, Caio
2
Andersen, Leif B. G.
2
Baviera, Roberto
2
Beliaeva, Natalia A.
2
Branger, Nicole
2
Brigo, Damiano
2
Chiarella, Carl
2
Clewlow, Les
2
Costabile, Massimo
2
Desmettre, Sascha
2
Elliott, Robert J.
2
Fanelli, Viviana
2
Gerhart, Christoph
2
Glasserman, Paul
2
Grbac, Zorana
2
Gupta, Anurag
2
Hull, John
2
Jain, Shashi
2
Karlsson, Patrik
2
Korn, Ralf
2
Kuo, I.-doun
2
Li, Haitao
2
Massabo, Ivar
2
McWalter, Thomas A.
2
Mi, Yanhui
2
Nawalkha, Sanjay K.
2
Oosterlee, Cornelis Willebrordus
2
more ...
less ...
Published in...
All
Finance and stochastics
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
2
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->