//--> //--> //-->
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:"Mercurio, Fabio"
~person:"Sandmann, Klaus"
~type_genre:"Forschungsbericht"
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:"Swaption"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
3
Interest rate derivative
3
Theorie
3
Theory
3
Yield curve
3
Zinsderivat
3
Zinsstruktur
3
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Forschungsbericht
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
Hochschulschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
2
German
1
Author
All
Mercurio, Fabio
Sandmann, Klaus
Sondermann, Dieter
2
Acar, Sarp Kaya
1
Belomestny, Denis
1
Borries, Daniel von
1
Dimitroff, Georgi
1
Kock, Johan de
1
Kolodko, Anastasia
1
Miltersen, Kristian R.
1
Natcheva-Acar, Kalina
1
Schoenmakers, John
1
Schoenmakers, John G. M.
1
Sommer, Daniel
1
Weidmann, Jens
1
more ...
less ...
Published in...
All
Discussion paper / B
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
2
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
3
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->