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Applied mathematical finance
Journal of banking & finance
76
The journal of fixed income
75
Finance research letters
66
NBER working paper series
63
Working paper / National Bureau of Economic Research, Inc.
60
Journal of financial economics
46
NBER Working Paper
42
International review of financial analysis
36
Energy economics
31
International review of economics & finance : IREF
31
The review of financial studies
31
Pacific-Basin finance journal
30
The journal of finance : the journal of the American Finance Association
28
Die Bank
26
Journal of international money and finance
26
Discussion paper / Centre for Economic Policy Research
24
Applied economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Research in international business and finance
23
Journal of international financial markets, institutions & money
22
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
Working paper
21
Applied economics letters
20
SpringerLink / Bücher
20
Journal of financial and quantitative analysis : JFQA
19
Risks : open access journal
19
Working paper series / European Central Bank
19
Applied financial economics
18
Wiley finance series
18
Discussion papers / CEPR
17
Economics letters
17
International journal of theoretical and applied finance
17
Research paper series / Swiss Finance Institute
17
The journal of fixed income : JFI
17
Economic modelling
16
Emerging markets, finance and trade : EMFT
16
Finance and economics discussion series
16
Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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1
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
2
Pricing of defaultable bonds with random information flow
Brody, Dorje C.
;
Law, Yan Tai
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 399-420
Persistent link: https://www.econbiz.de/10011490604
Saved in:
3
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
4
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
5
Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
Saved in:
6
Pricing fixed-income securities in an information-based framework
Hughston, Lane P.
;
Macrina, Andrea
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
Saved in:
7
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
Saved in:
8
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
Saved in:
9
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
Saved in:
10
Pricing of multi-defaultable bonds with a two-correlated-factor Hull-White model
Tchuindjo, Léonard
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003542937
Saved in:
11
Using utility functions to model risky bonds
Goard, Joanna
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 261-289
Persistent link: https://www.econbiz.de/10003543033
Saved in:
12
The pricing of risky coupon bonds
Choong, Lilly
;
McKenzie, George
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
Saved in:
13
Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T.
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
Saved in:
14
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
Saved in:
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