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~subject:"Theory"
~subject:"Kreditderivat"
~isPartOf:"International journal of theoretical and applied finance"
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Theory
Kreditderivat
Yield curve
111
Zinsstruktur
111
Theorie
71
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
34
Stochastischer Prozess
34
Interest rate derivative
33
Zinsderivat
33
Interest rate
30
Zins
30
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27
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Rebonato, Riccardo
3
Baaquie, Belal E.
2
Elliott, Robert J.
2
Epstein, D.
2
Nguyen, The Anh
2
Nishihara, Michi
2
Runggaldier, Wolfgang J.
2
Rutkowski, Marek
2
Seifried, Frank Thomas
2
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2
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2
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1
Adamo, Massimiliano
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Benth, Fred Espen
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Chen, Li
1
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1
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1
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International journal of theoretical and applied finance
NBER working paper series
842
NBER Working Paper
773
Working paper / National Bureau of Economic Research, Inc.
528
CESifo working papers
461
Discussion paper / Centre for Economic Policy Research
382
Working paper series / European Central Bank
322
Working paper
291
IMF working papers
267
Journal of economic dynamics & control
259
Journal of monetary economics
238
Journal of macroeconomics
195
IMF working paper
190
Economics letters
187
Economic modelling
178
Journal of money, credit and banking : JMCB
173
Journal of international money and finance
170
Journal of banking & finance
169
Discussion papers / CEPR
153
European economic review : EER
145
Finance and economics discussion series
140
Macroeconomic dynamics
134
ECB Working Paper
116
Journal of international economics
116
Discussion paper series / IZA
114
Discussion paper
113
SFB 649 discussion paper
112
IMF Working Paper
107
Applied economics
100
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
100
Working papers series / Federal Reserve Bank of San Francisco
97
Discussion paper / Tinbergen Institute
93
Staff reports / Federal Reserve Bank of New York
90
The American economic review
87
CESifo Working Paper Series
83
The journal of fixed income
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Review of economic dynamics
77
Journal of financial economics
74
Staff working paper / Bank of Canada
74
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ECONIS (ZBW)
75
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1
Note on the Smith-Wilson
interest
rate
curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
2
Utility indifference pricing of
interest-rate
guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
3
Analytic backward induction of option cash flows: a new application paradigm for the Markovian
interest
rate
models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
4
Public
debt
management and foreign currency denominated bonds
Ceccacci, Silvia
;
Marchesiani, Alessandro
;
Pecchi, Lorenzo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 763-770
Persistent link: https://www.econbiz.de/10003564628
Saved in:
5
A complete Yield curve description of a Markov
interest
rate
model
Elliott, Robert J.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 317-326
Persistent link: https://www.econbiz.de/10001779812
Saved in:
6
Renormalization of Black-Scholes equation for stochastically fluctuating
interest
rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
7
Optimal strategies for the issuance of
public
debt
securities
Adamo, Massimiliano
;
Amadori, Anna Lisa
;
Bernaschi, Massimo
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 805-822
Persistent link: https://www.econbiz.de/10002420493
Saved in:
8
Explaining the forward
interest
rate
term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001522890
Saved in:
9
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
10
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
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