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  • Search: subject:"Potential approach"
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Year of publication
Subject
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Exchange rate 2 Potential approach 2 Theorie 2 Theory 2 Wechselkurs 2 Yield curve 2 Zinsstruktur 2 potential approach 2 Currency 1 Deflation 1 FRA rate 1 FRA spread 1 Flesaker-Hughston models 1 Forward Premium Puzzle 1 Heath-Jarrow-Morton 1 Interest Rate 1 Interest rate 1 Interest rate derivative 1 Interest rates 1 International Term Structure Models 1 LIBOR 1 LIBOR–OIS spread 1 Low-interest-rate policy 1 Markov chain 1 Markov-Kette 1 Multi-curve models 1 Niedrigzinspolitik 1 OIS 1 Option pricing theory 1 Optionspreistheorie 1 Probability theory 1 Wahrscheinlichkeitsrechnung 1 Zins 1 Zinsderivat 1 affine processes 1 exchange rate 1 foreign exchange rates 1 particle filtering 1 rational lognormal model 1 state price deflator 1
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Online availability
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Undetermined 2
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Conference paper 1 Konferenzbeitrag 1
Language
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English 3 Undetermined 1
Author
All
Nguyen, The Anh 2 Seifried, Frank Thomas 2 Kluge, Tino 1 Leippold, Markus 1 Rogers, Leonard C. G. 1 Wu, Liuren 1
Institution
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EconWPA 1
Published in...
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International journal of theoretical and applied finance 3 Finance 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
Cover Image
The affine rational potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-25
Persistent link: https://www.econbiz.de/10012808016
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The potential approach in practice
Kluge, Tino; Rogers, Leonard C. G. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
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Cover Image
The multi-curve potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
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Cover Image
The Potential Approach to Bond and Currency Pricing
Leippold, Markus; Wu, Liuren - EconWPA - 1999
Heath, Jarrow, and Morton model. One advantage of the potential approach resides in its ease in simultaneously modeling the …
Persistent link: https://www.econbiz.de/10005134792
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