//--> //--> //-->
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
subject:"Interest rate"
~subject:"Risk premium"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
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:"Interest rate option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Risk premium
Interest rate derivative
9
Zinsderivat
9
Theorie
5
Theory
5
Derivat
4
Derivative
4
Arbitrage
2
CAPM
2
Deutschland
2
Germany
2
Großbritannien
2
Public bond
2
United Kingdom
2
Volatility
2
Volatilität
2
Yield curve
2
Zins
2
Zinsstruktur
2
Öffentliche Anleihe
2
Arbitrage Pricing
1
Arbitrage pricing
1
Financial economics
1
Finanzmathematik
1
Kapitalmarkttheorie
1
Lebensversicherung
1
Life insurance
1
Market value
1
Marktwert
1
Mathematical finance
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Hunt, Philip A.
1
Kennedy, Joanne
1
Moraleda Novo, Juan Manuel
1
Pelsser, Antoon André Jean
1
Vorst, Ton
1
Published in...
All
Report / Erasmus Center for Financial Research, Erasmus University
The journal of futures markets
11
International journal of theoretical and applied finance
9
Journal of banking & finance
8
Working papers / The Levy Economics Institute
6
Applied financial economics
5
Applied mathematical finance
4
International review of financial analysis
4
Journal of financial economics
4
The journal of computational finance
4
Applied economics
3
Economics letters
3
International journal of financial engineering
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
3
Série de trabalhos para discussão
3
The handbook of fixed income securities
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of finance : the journal of the American Finance Association
3
BIS working papers
2
Berichte aus der Volkswirtschaft
2
Discussion paper / Centre for Economic Policy Research
2
Economic policy review
2
European journal of operational research : EJOR
2
FEDS Notes
2
Finance research letters
2
Financial markets and instruments
2
HBS Case
2
Interest rate, term structure, and valuation modeling
2
Journal of econometrics
2
Journal of economic issues
2
Journal of financial services research : JFSR
2
Journal of international financial markets, institutions & money
2
Journal of mathematical finance
2
Journal of securities operations & custody
2
Pacific-Basin finance journal
2
Research in finance
2
Risks : open access journal
2
Selected writings on futures markets : explorations in financial futures markets
2
Staff reports / Federal Reserve Bank of New York
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
2
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966929
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->