//--> //--> //-->
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:"Gouriéroux, Christian"
~subject:"Stochastic process"
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:"Zinsstruktur"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Yield curve
30
Zinsstruktur
30
Theorie
19
Theory
19
Credit risk
7
Kreditrisiko
7
Derivat
6
Derivative
6
Anleihe
5
Bond
5
Option pricing theory
4
Optionspreistheorie
4
Markov chain
3
Markov-Kette
3
Zero-Bond
3
Zero-coupon bond
3
Arbitrage Pricing
2
Arbitrage pricing
2
Bubbles
2
CAPM
2
Corporate bond
2
Credit derivative
2
Duration analysis
2
Exchange rate
2
Finite dimensional dependence
2
Geldpolitik
2
Insolvency
2
Insolvenz
2
Kreditderivat
2
Monetary policy
2
Risikoprämie
2
Risk premium
2
Spekulationsblase
2
Statistische Bestandsanalyse
2
Stochastischer Prozess
2
Unternehmensanleihe
2
Wechselkurs
2
term structure
2
Affine Process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gouriéroux, Christian
Chiarella, Carl
11
Grbac, Zorana
8
Wilfling, Bernd
8
Cúrdia, Vasco
7
Schlögl, Erik
7
Schmidt, Thorsten
7
Schoenmakers, John
7
Wilhelm, Jochen
7
Woodford, Michael
7
Collin-Dufresne, Pierre
6
Eberlein, Ernst
6
Filipović, Damir
6
Goldstein, Robert S.
6
Grasselli, Martino
6
Nikitopoulos, Christina Sklibosios
6
Platen, Eckhard
6
Realdon, Marco
6
Wu, Jing Cynthia
6
Creal, Drew
5
Fontana, Claudio
5
Grzelak, Lech A.
5
Mele, Antonio
5
Oosterlee, Cornelis W.
5
Björk, Tomas
4
Bueno-Guerrero, Alberto
4
Dankenbring, Henning
4
Fanelli, Viviana
4
Frömmel, Michael
4
Hainaut, Donatien
4
Hansen, Anne Lundgaard
4
Kruse, Robinson
4
Landén, Camilla
4
Mercurio, Fabio
4
Papapantoleon, Antonis
4
Runggaldier, Wolfgang J.
4
Rutkowski, Marek
4
Sandmann, Klaus
4
Schornick, Astrid V.
4
Schulmerich, Marcus
4
Alfeus, Mesias
3
more ...
less ...
Published in...
All
Annals of economics and statistics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->