//--> //--> //--> //-->
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:"Applied mathematical finance"
~subject:"Zinsderivat"
~subject:"Theorie"
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 model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zinsderivat
Theorie
Yield curve
50
Zinsstruktur
50
Theory
27
Option pricing theory
21
Optionspreistheorie
21
Stochastic process
11
Stochastischer Prozess
11
Derivat
10
Derivative
10
Interest rate derivative
9
Volatility
8
Volatilität
8
CAPM
6
Interest rate
6
Zins
6
Anleihe
4
Bond
4
Credit risk
4
Kreditrisiko
4
Risikoprämie
4
Risk premium
4
Swap
4
Estimation
3
Markov chain
3
Markov-Kette
3
Schätzung
3
Correlation
2
Currency derivative
2
EU countries
2
EU-Staaten
2
Exchange rate
2
Korrelation
2
Lévy processes
2
Market models
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Chen, Xinfu
2
Hagan, Patrick S.
2
Rutkowski, Marek
2
Aase Nielsen, Jørgen
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bacinello, Anna Rita
1
Bouchaud, Jean-Philippe
1
Bowsher, Clive G.
1
Boyle, Phelim P.
1
Börger, Reik H.
1
Chung, San-lin
1
Costabile, Massimo
1
Eberlein, Ernst
1
Ekström, Erik
1
Elhouar, Mikael
1
Fouque, Jean-Pierre
1
Gerhart, Christoph
1
Heys, Jan van
1
Hoencamp, J. H.
1
Huang, Ting Ting
1
Jamshidian, Farshid
1
Kaisajuntti, Linus
1
Kandhai, B. D.
1
Kawai, Atsushi
1
Kort, J. P. de
1
Lopes, Sara Dutra
1
Lord, Roger
1
Lötstedt, Per
1
Lütkebohmert-Holtz, Eva
1
Mai, Jan-Frederik
1
Mari, Carlo
1
Massabo, Ivar
1
Meeks, Roland
1
Morokoff, William J.
1
Olivares, Pablo
1
Ortu, Fulvio
1
Pelsser, Antoon André Jean
1
Pirjol, Dan
1
Renò, Roberto
1
more ...
less ...
Published in...
All
Applied mathematical finance
NBER working paper series
101
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
86
NBER Working Paper
85
International journal of theoretical and applied finance
68
The journal of fixed income
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
Journal of financial economics
56
The journal of finance : the journal of the American Finance Association
47
Working paper
45
The review of financial studies
44
Discussion paper / Centre for Economic Policy Research
41
Finance and stochastics
40
Economics letters
39
Journal of economic dynamics & control
38
Journal of money, credit and banking : JMCB
35
Finance and economics discussion series
31
Journal of financial and quantitative analysis : JFQA
31
Journal of international money and finance
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Journal of empirical finance
30
Working paper series / European Central Bank
30
Journal of monetary economics
27
Journal of econometrics
24
The journal of futures markets
24
Discussion papers / CEPR
23
International review of economics & finance : IREF
23
Staff reports / Federal Reserve Bank of New York
23
Working papers series / Federal Reserve Bank of San Francisco
22
Applied financial economics
21
Discussion paper
21
Finance research letters
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Review of derivatives research
21
The European journal of finance
21
International review of financial analysis
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Applied economics
19
CESifo working papers
19
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
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
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
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:
4
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
5
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:
6
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:
7
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
8
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:
9
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:
10
Stationary and nonstationary behaviour of the term structure : a nonparametric characterization
Bowsher, Clive G.
;
Meeks, Roland
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 137-166
Persistent link: https://www.econbiz.de/10009737172
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->