//--> //--> //--> //-->
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"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
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
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
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
more ...
less ...
Published in...
All
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
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 finance : the journal of the American Finance Association
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)
11
Showing
11
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
11
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->