//--> //--> //--> //-->
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
~subject:"Zinsstruktur"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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: ("Demografie" OR "Zins") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Zins
77
Interest rate
53
USA
39
Theorie
33
Theory
33
Interest rate derivative
32
United States
32
Zinsderivat
32
Yield curve
27
Geldwertbewegung und Zins
24
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
CAPM
10
Derivat
10
Derivative
10
Vereinigte Staaten
10
Estimation
8
Inflation
8
Schätzung
8
Swap
8
Capital income
5
Großbritannien
5
Kapitaleinkommen
5
Wertpapier festverzinslich
5
Black-Scholes model
4
Black-Scholes-Modell
4
Exchange rate
4
Geld und Währung
4
Government securities
4
Staatspapier
4
United Kingdom
4
Wechselkurs
4
Bank
3
Currency derivative
3
Geldpolitik
3
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
27
Author
All
Collin-Dufresne, Pierre
3
Goldstein, Robert S.
2
Johannes, Michael
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Backus, David
1
Boenawan, Kiekie
1
Bosshardt, Donald I.
1
Bouchaud, Jean-Philippe
1
Börger, Reik H.
1
Bühler, Wolfgang
1
Costabile, Massimo
1
Duffee, Greg
1
Duffie, Darrell
1
Eberlein, Ernst
1
Filipović, Damir
1
Foresi, Silverio
1
Gerhart, Christoph
1
Grzelak, Lech A.
1
Heys, Jan van
1
Hoencamp, J. H.
1
Jarrow, Robert A.
1
Kaisajuntti, Linus
1
Kandhai, B. D.
1
Kawai, Atsushi
1
Kort, J. P. de
1
Larsson, Martin
1
Li, Haitao
1
Lopes, Sara Dutra
1
Lütkebohmert-Holtz, Eva
1
Massabo, Ivar
1
Miltersen, Kristian R.
1
Nowman, Kalid Ben
1
Oosterlee, Cornelis W.
1
Pirjol, Dan
1
Ritchken, Peter H.
1
Russo, Emilio
1
Sandmann, Klaus
1
Schneider, Andrés
1
Singleton, Kenneth J.
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of finance : the journal of the American Finance Association
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
Working paper series / European Central Bank
18
Journal of financial economics
17
Journal of international money and finance
17
International review of economics & finance : IREF
16
The journal of futures markets
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
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Term premia and interest rate forecasts in affine models
Duffee, Greg
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 405-443
Persistent link: https://www.econbiz.de/10001650385
Saved in:
8
Affine term structure models and the forward premium anomaly
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 279-304
Persistent link: https://www.econbiz.de/10001575071
Saved in:
9
Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->