//--> //--> //-->
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:"Theory"
~person:"Scaillet, Olivier"
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:"LIBOR market model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Yield curve
17
Zinsstruktur
17
Theorie
15
Interest rate derivative
5
Zinsderivat
5
Volatility
4
Volatilität
4
Swap
3
Anleihe
2
Bond
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Financial intermediation
1
Finanzintermediation
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
8
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
6
Working Paper
6
Graue Literatur
4
Non-commercial literature
4
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
14
French
1
Author
All
Scaillet, Olivier
Rudebusch, Glenn D.
55
Bekaert, Geert
35
Gollier, Christian
31
Christensen, Jens H. E.
25
Diebold, Francis X.
25
Monfort, Alain
23
Chiarella, Carl
22
Jarrow, Robert A.
22
Singleton, Kenneth J.
22
Gouriéroux, Christian
19
Schlögl, Erik
19
Tzavalis, Elias
19
Foresi, Silverio
18
Medvedev, Gennady
18
Meldrum, Andrew
18
Sandmann, Klaus
18
Renne, Jean-Paul
17
Crump, Richard K.
16
Cúrdia, Vasco
16
Engstrom, Eric
16
Friedman, Benjamin M.
16
Goldstein, Robert S.
16
Joshi, Mark S.
16
Orphanides, Athanasios
16
Woodford, Michael
16
Collin-Dufresne, Pierre
15
Lemke, Wolfgang
15
Mishkin, Frederic S.
15
Uhrig-Homburg, Marliese
15
Wu, Jing Cynthia
15
Hördahl, Peter
14
Mönch, Emanuel
14
Svensson, Lars E. O.
14
Andreasen, Martin Møller
13
Bacchetta, Philippe
13
Balduzzi, Pierluigi
13
Dai, Qiang
13
Durham, J. Benson
13
Eusepi, Stefano
13
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
... Congrès annuel de l'Association Française de Science Economique
1
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Documents de travail / THEMA
1
Développements récents de l'analyse économique
1
FAME research paper series
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Revue économique : revue bimestrielle
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
2
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:
3
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
4
Linear-quadratic jump-diffusion modeling
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003354343
Saved in:
5
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
6
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
7
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
8
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Saved in:
9
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
10
Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence
- In:
Revue économique : revue bimestrielle
47
(
1996
)
3
,
pp. 511-519
Persistent link: https://www.econbiz.de/10001334262
Saved in:
11
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
12
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
13
Options on forward and futures contracts in the affine term structure model
Leblanc, Boris
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
Saved in:
14
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
15
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->