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~subject:"Optionspreistheorie"
~subject:"Schätzung"
~type_genre:"Book section"
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Optionspreistheorie
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Interest rate derivative
99
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28
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28
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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The handbook of fixed income securities
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Bewertung und Einsatz von Finanzderivaten
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Dynamic models and their applications in emerging markets
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Essays on fixed income and inflation forecasting
1
Finance
1
Financial markets and instruments
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Institutional arrangements for global economic integration
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
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Market risk and financial markets modeling
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Monetary policy under uncertainty
1
New methods in fixed income modeling : fixed income modeling
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Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
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Three essays on the Finnish fixed income markets
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Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
4
Forecasting swap spreads: a Bayesian approach
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 80-106)
.
2015
Persistent link: https://www.econbiz.de/10011639455
Saved in:
5
An empirical analysis of Japanese interest rate swap spread
Shimada, Junji
;
Takahashi, Toyoharu
;
Miyakoshi, Tatsuyoshi
- In:
Recent advances in financial engineering 2011: …
,
(pp. 111-131)
.
2012
Persistent link: https://www.econbiz.de/10009573458
Saved in:
6
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
7
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
8
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
9
Derivatebewertung mit dem LIBOR-Marktmodell
Muck, Matthias
;
Rudolf, Markus
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 453-472)
.
2006
Persistent link: https://www.econbiz.de/10003236939
Saved in:
10
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
11
The basics of interest-rate options
Gartland, William J.
;
Letica, Nicholas C.
- In:
The handbook of fixed income securities
,
(pp. 1225-1248)
.
2005
Persistent link: https://www.econbiz.de/10003055301
Saved in:
12
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
13
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
Saved in:
14
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
15
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
16
On the term structure of futures and forward prices
Björk, Tomas
;
Landén, Camilla
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 111-149)
.
2002
Persistent link: https://www.econbiz.de/10001679437
Saved in:
17
Identifying intraday volatility
Pohlmeier, Winfried
;
Gerhard, Frank
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10001606394
Saved in:
18
The impact of scheduled news announcements on T-Bond and Bund futures trading
Franke, Günter
;
Hess, Dieter
- In:
Institutional arrangements for global economic integration
,
(pp. 337-366)
.
2000
Persistent link: https://www.econbiz.de/10001533882
Saved in:
19
Determinants of swap spreads in a developing financial market : evidence from Finland
Suhonen, Antti
- In:
Three essays on the Finnish fixed income markets
,
(pp. 28-62)
.
1999
Persistent link: https://www.econbiz.de/10001671877
Saved in:
20
Predicting monetary policy using federal funds futures prices
Söderström, Ulf
- In:
Monetary policy under uncertainty
,
(pp. 49-80)
.
1999
Persistent link: https://www.econbiz.de/10001440129
Saved in:
21
The information convent of forward rates : empirical evidence from Germany
Gischer, Horst
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 243-255)
.
1997
Persistent link: https://www.econbiz.de/10001298431
Saved in:
22
Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 433-438)
.
1997
Persistent link: https://www.econbiz.de/10001320977
Saved in:
23
Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen : eine empirische Studie
Bühler, Wolfgang
(
contributor
)
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 1-42)
.
1997
Persistent link: https://www.econbiz.de/10001321785
Saved in:
24
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
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