//--> //--> //-->
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
~isPartOf:"European journal of operational research : EJOR"
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: subject:"Term Structure Modelling"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Basis swaps
1
Credit crisis
1
Credit rationing
1
Credit risk
1
Derivat
1
Derivative
1
Financial crisis
1
Finanzkrise
1
HJM model
1
Interest rate derivative
1
Kreditrationierung
1
Kreditrisiko
1
Libor models
1
Multi-curve term structure modelling
1
Option pricing theory
1
Optionspreistheorie
1
Swap
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Fanelli, Viviana
1
Published in...
All
European journal of operational research : EJOR
CFS Working Paper Series
2
Journal of empirical finance
2
CFS Working Paper
1
Computing in Economics and Finance 2002
1
Deutsche Bundesbank Discussion Paper
1
Discussion paper
1
ECB Working Paper
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of monetary economics
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->