//--> //--> //-->
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:"Optionspreistheorie"
~subject:"Volatilität"
~isPartOf:"International journal of financial engineering"
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 spread"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatilität
Yield curve
23
Zinsstruktur
23
Option pricing theory
12
Interest rate derivative
9
Zinsderivat
9
Interest rate
8
Zins
8
Theorie
6
Theory
6
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Credit risk
4
Estimation
4
Kreditrisiko
4
LIBOR market model
4
Schätzung
4
Swap
4
EU countries
3
EU-Staaten
3
State space model
3
Volatility
3
Zustandsraummodell
3
Anleihe
2
Bond
2
Bond market
2
CSA
2
Collateral
2
Corporate bond
2
Derivat
2
Derivative
2
Finanzmathematik
2
Geldpolitik
2
Interest rate risk
2
Kalman filter
2
Kreditsicherung
2
Mathematical finance
2
Monetary policy
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Mi, Yanhui
2
Zhong, Yangfan
2
Bhar, Ramaprasad
1
Dang-Nguyen, S.
1
Diffouo, Pauline M. Ngugnie
1
Elliott, Robert J.
1
Fuji, Masaaki
1
Giribone, Pier Giuseppe
1
Hu, Xiao
1
Jain, Shashi
1
Karlsson, Patrik
1
Lee, Damien
1
Ligato, Simone
1
Lorig, Matthew
1
Mulas, Martina
1
Noupoue, Yves Y. Yameni
1
Oosterlee, Cornelis Willebrordus
1
Ostrovski, Vladimir
1
Pan, Jian
1
Rakotondratsimba, Y.
1
Suaysom, Natchanon
1
Takahashi, Akihiko
1
Tian, Xinming
1
Wang, Kuitai
1
Wu, Ping
1
Zhou, Xiangying
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
44
Journal of banking & finance
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of futures markets
29
Applied mathematical finance
26
The journal of computational finance
23
The journal of fixed income
23
Finance and stochastics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Review of derivatives research
20
The review of financial studies
19
Journal of financial economics
18
Quantitative finance
18
Working paper / National Bureau of Economic Research, Inc.
18
NBER working paper series
16
NBER Working Paper
15
Finance research letters
14
Research paper series / Swiss Finance Institute
14
The journal of finance : the journal of the American Finance Association
14
Journal of empirical finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
12
Journal of financial and quantitative analysis : JFQA
12
Journal of international money and finance
12
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Applied financial economics
9
Economic modelling
9
Economics letters
9
Finance and economics discussion series
9
International review of financial analysis
9
Journal of mathematical finance
9
SpringerLink / Bücher
9
Journal of econometrics
8
Energy economics
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
2
Volatility morphology of asset value and credit spread puzzle
Hu, Xiao
;
Tian, Xinming
;
Wang, Kuitai
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012655039
Saved in:
3
Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie
;
Noupoue, Yves Y. Yameni
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
Saved in:
4
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
5
Alternative characterization of volatility of short-term interest rate
Bhar, Ramaprasad
;
Lee, Damien
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011923007
Saved in:
6
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
7
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
8
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
9
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
10
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
11
Control of price acceptability under the univariate Vasicek model
Dang-Nguyen, S.
;
Rakotondratsimba, Y.
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011587732
Saved in:
12
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
13
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
14
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->