//--> //--> //-->
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:"International journal of theoretical and applied 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: subject_exact:"Festverzinsliches Wertpapier"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Anleihe
17
Bond
17
Yield curve
10
Zinsstruktur
10
Theorie
8
Theory
8
Option pricing theory
7
Optionspreistheorie
7
CAPM
3
Capital income
3
Convertible bond
3
Credit risk
3
Interest rate
3
Kapitaleinkommen
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Public bond
3
Risikoprämie
3
Risk premium
3
Volatility
3
Volatilität
3
Wandelanleihe
3
Zins
3
Öffentliche Anleihe
3
CoCo bonds
2
Estimation
2
Government securities
2
Insolvency
2
Insolvenz
2
Interest rate derivative
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
Staatspapier
2
USA
2
United States
2
Zinsderivat
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
17
Author
All
Rebonato, Riccardo
2
Andresen, Arne
1
Benth, Fred Espen
1
Bielecki, Tomasz R.
1
Brigo, Damiano
1
Brody, Dorje C.
1
Buffet, Emmanuel
1
El Qalli, Yassine
1
Elliott, Robert J.
1
Garcia, João
1
Gnoatto, Alessandro
1
Hinz, Juri
1
Hughston, Lane P.
1
Hui, Cho H.
1
Hunter, William Curt
1
Jamieson, Barbara M.
1
Kerkhof, Franciscus Lambertus Johannes
1
Koekebakker, Steen
1
Koeze, Peter
1
Kwok, Yue-Kuen
1
Leung, Chi Man
1
Lo, C. F.
1
Meier, David M.
1
Pede, Nicola
1
Pliska, Stanley R.
1
Rutkowski, Marek
1
Shubert, Alexander
1
Tee, Chyng Wen
1
Turfus, Colin
1
Wilhelm, Martina
1
Yong, Jiongmin
1
Yu, Nannan
1
Zakamulin, Valeriy
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Finance research letters
98
Journal of banking & finance
76
The journal of fixed income
75
NBER working paper series
64
Working paper / National Bureau of Economic Research, Inc.
60
Journal of financial economics
46
NBER Working Paper
42
International review of financial analysis
39
Energy economics
38
International review of economics & finance : IREF
37
Pacific-Basin finance journal
34
The review of financial studies
33
Research in international business and finance
29
The journal of finance : the journal of the American Finance Association
28
Die Bank
27
Journal of international money and finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of international financial markets, institutions & money
25
Discussion paper / Centre for Economic Policy Research
24
Applied economics
23
IMF working papers
22
Working paper
22
Applied economics letters
21
The North American journal of economics and finance : a journal of financial economics studies
21
The handbook of municipal bonds
21
The journal of corporate finance : contracting, governance and organization
21
Discussion papers / CEPR
20
Journal of financial and quantitative analysis : JFQA
20
SpringerLink / Bücher
20
Working paper series / European Central Bank
20
Risks : open access journal
19
The journal of fixed income : JFI
19
Applied financial economics
18
Economics letters
18
Wiley finance series
18
Economic modelling
17
Research paper series / Swiss Finance Institute
17
Working papers series / Federal Reserve Bank of San Francisco
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
17
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
2
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
3
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
4
Analytic pricing of CoCo bonds
Turfus, Colin
;
Shubert, Alexander
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011734058
Saved in:
5
Numerical pricing of CoCo bonds with parisian trigger feature using the fortet method
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011763939
Saved in:
6
CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
7
Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
Saved in:
8
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
9
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
Saved in:
10
Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
Saved in:
11
An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek
;
Yu, Nannan
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
Saved in:
12
Pricing flow commodity derivatives using fixed income market techniques
Hinz, Juri
;
Wilhelm, Martina
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1299-1322
Persistent link: https://www.econbiz.de/10003397188
Saved in:
13
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
Saved in:
14
Financial signal processing : a self calibrating model
Elliott, Robert J.
;
Hunter, William Curt
;
Jamieson, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 567-584
Persistent link: https://www.econbiz.de/10001600343
Saved in:
15
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
16
Analytic theory of interest rates, Part 1: Solitary bonds
Koeze, Peter
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 573-574
Persistent link: https://www.econbiz.de/10001524459
Saved in:
17
A note on risky bond valuation
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->