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~subject:"Zinsstruktur"
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Zinsstruktur
Interest rate derivative
16
Zinsderivat
16
Interest rate
12
Option pricing theory
12
Optionspreistheorie
12
Zins
12
Yield curve
11
Derivat
9
Derivative
9
Stochastic process
9
Stochastischer Prozess
9
Theorie
7
Theory
7
Swap
5
Volatility
5
Volatilität
5
Black-Scholes model
3
Black-Scholes-Modell
3
Euromarkets
2
Euromarkt
2
Interest rate derivatives
2
interest rate derivatives
2
1990-1996
1
American options
1
Artificial intelligence
1
Australia
1
Australien
1
Bank lending
1
Bermudan Swaptions
1
Bundling strategy
1
CAPM
1
Cheyette
1
Computer network
1
Computernetz
1
Correlation
1
Credit risk
1
Currency derivative
1
Development theory
1
Econometric model
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Article
11
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English
11
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Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bouchaud, Jean-Philippe
1
Börger, Reik H.
1
Costabile, Massimo
1
Eberlein, Ernst
1
Gerhart, Christoph
1
Grzelak, Lech A.
1
Heys, Jan van
1
Hoencamp, J. H.
1
Kaisajuntti, Linus
1
Kandhai, B. D.
1
Kawai, Atsushi
1
Kort, J. P. de
1
Lopes, Sara Dutra
1
Lütkebohmert-Holtz, Eva
1
Massabo, Ivar
1
Oosterlee, Cornelis W.
1
Pirjol, Dan
1
Russo, Emilio
1
Vázquez, Carlos
1
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Applied mathematical finance
NBER working paper series
62
NBER Working Paper
50
Working paper / National Bureau of Economic Research, Inc.
40
International journal of theoretical and applied finance
36
Journal of banking & finance
30
Working papers / The Levy Economics Institute
28
Applied economics
27
The journal of fixed income
27
Journal of money, credit and banking : JMCB
20
Working papers / Bank for International Settlements
20
IMF working papers
19
Working paper
19
Applied economics letters
18
Economic modelling
18
The journal of computational finance
18
Journal of financial economics
17
Journal of international money and finance
17
International review of economics & finance : IREF
16
The journal of finance : the journal of the American Finance Association
16
The journal of futures markets
16
Working paper series / European Central Bank
16
Applied financial economics
15
Journal of mathematical finance
15
Discussion papers / CEPR
14
Finance and economics discussion series
14
International journal of financial engineering
14
Staff working paper / Bank of Canada
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Quantitative finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Economics letters
12
Insurance / Mathematics & economics
12
Cogent economics & finance
11
Finance and stochastics
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
11
Journal of monetary economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
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ECONIS (ZBW)
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
3
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
A parametric n-dimensional Markov-functional model in the terminal measure
Kaisajuntti, Linus
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 327-358
Persistent link: https://www.econbiz.de/10010187661
Saved in:
5
On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009561244
Saved in:
6
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
7
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
8
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
9
Calibration of the Libor market model using correlations implied by CMS spread options
Börger, Reik H.
;
Heys, Jan van
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008797251
Saved in:
10
A new approximate swaption formula in the LIBOR market model : an asymptotic expansion approach
Kawai, Atsushi
- In:
Applied mathematical finance
10
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001756869
Saved in:
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