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~subject:"Theory"
~subject:"Zinsstruktur"
~isPartOf:"International journal of theoretical and applied finance"
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Zinsstruktur
Yield curve
111
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71
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Rebonato, Riccardo
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International journal of theoretical and applied finance
NBER working paper series
1,001
NBER Working Paper
894
Working paper / National Bureau of Economic Research, Inc.
668
CESifo working papers
497
Discussion paper / Centre for Economic Policy Research
470
Working paper series / European Central Bank
398
IMF working papers
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338
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ECONIS (ZBW)
131
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1
Back-of-the-envelope swaptions in a very parsimonious multi-curve
interest
rate
model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
2
An arithmetic pure-jump multi-curve
interest
rate
model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
3
Pricing
interest
rate
derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
4
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:
5
The CARMA
interest
rate
model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
6
Explosive behavior in a log-normal
interest
rate
model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
7
Valuing early-exercise
interest-rate
options with multi-factor affine models
Jaimungal, Sebastian
;
Surkov, Vladimir
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010197181
Saved in:
8
Heat kernel
interest
rate
models with time-inhomogeneous Markov processes
Akahori, Jirô
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
Saved in:
9
Arbitrage-free valuation of bilateral counterparty risk for
interest-rate
products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
10
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:
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