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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatilität"
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Volatilität
Yield curve
69
Zinsstruktur
69
Theorie
61
Theory
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
CAPM
7
Credit risk
6
Kreditrisiko
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Zero-Bond
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Zero-coupon bond
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Derivat
5
Derivative
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
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Probability theory
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Wahrscheinlichkeitsrechnung
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Arbitrage
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Currency derivative
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Währungsderivat
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Anleihe
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Bond
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Hedging
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Portfolio selection
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Portfolio-Management
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Risk premium
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Carverhill, Andrew
1
Chen, Nan
1
Cheng, Peng
1
Choi, Jaehyuk
1
Cotton, Peter
1
Fouque, Jean-Pierre
1
Frachot, Antoine
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Kou, Steven
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Papanicolaou, George
1
Papapantoleon, Antonis
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1
Sankarasubramanian, L.
1
Scaillet, Olivier
1
Schweizer, Martin
1
Shin, Sungchan
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
The review of financial studies
13
Journal of empirical finance
12
NBER Working Paper
12
Journal of international money and finance
11
Economic modelling
10
Finance research letters
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
CREATES research paper
5
Discussion papers / CEPR
5
Finance and stochastics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
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1
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
2
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
3
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
4
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
5
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
Saved in:
6
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
Saved in:
7
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
8
Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
Saved in:
9
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
10
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Saved in:
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