//--> //--> //-->
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:"Pelsser, Antoon André Jean"
~person:"Sondermann, Dieter"
~source:"econis"
~subject:"CAPM"
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:"Anleiheoption"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Interest rate derivative
19
Zinsderivat
19
Theorie
16
Theory
16
Yield curve
12
Zinsstruktur
12
Derivat
8
Derivative
8
Option pricing theory
3
Optionspreistheorie
3
Arbitrage Pricing
2
Arbitrage pricing
2
Interest rate
2
Zins
2
1993-1994
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond market
1
Derivat <Wertpapier>
1
Estimation
1
Evaluation
1
Financial economics
1
Finanzmathematik
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitalmarkttheorie
1
Lebensversicherung
1
Life insurance
1
Market value
1
Markov chain
1
Markov-Kette
1
Marktwert
1
Mathematical finance
1
Rentenmarkt
1
Risikomanagement
1
Risk management
1
Schätzung
1
Swap
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Article in journal
2
Aufsatz in Zeitschrift
2
Forschungsbericht
2
more ...
less ...
Language
All
English
9
Author
All
Pelsser, Antoon André Jean
Sondermann, Dieter
Miltersen, Kristian R.
7
Sandmann, Klaus
7
Ronn, Ehud I.
5
Chen, Ren-Raw
4
Chiarella, Carl
4
Briys, Eric
3
Crouhy, Michel
3
Driessen, Joost
3
Hull, John
3
Jamshidian, Farshid
3
Jong, Frank de
3
Kariya, Takeaki
3
Morton, Andrew J.
3
Ritchken, Peter H.
3
Schöbel, Rainer
3
White, Alan
3
Aase Nielsen, Jørgen
2
Erni, Marcel
2
Flesaker, Bjorn
2
Hahn, Jörg
2
Hassan, Nadima el
2
Heath, David C.
2
Hemler, Michael Lee
2
Jarrow, Robert A.
2
Jensen, Bjarne Astrup
2
Kennedy, Gary J.
2
Li, Anlong
2
Mikkelsen, Peter
2
Rebonato, Riccardo
2
Sankarasubramanian, L.
2
Scott, Louis O.
2
Tschernig, Markus
2
Ait-Sahalia, Yacine
1
Amin, Kaushik I.
1
Antia, Murad J.
1
Aragon, George O.
1
Arak, Marcelle V.
1
Arismendi Zambrano, Juan Carlos
1
more ...
less ...
Published in...
All
Discussion paper / B
3
Report / Erasmus Center for Financial Research, Erasmus University
2
Discussion paper / Center for Economic Research, Tilburg University
1
European finance review : the official journal of the European Finance Association
1
Publications from Department of Management
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
2
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
3
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
4
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
5
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
6
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
7
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
8
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:
9
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...
//-->