//--> //--> //-->
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
~isPartOf:"Interest rate modelling after the financial crisis"
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:"SABR model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic volatility
2
Stochastische Volatilität
2
Yield curve
2
Zinsstruktur
2
Interest rate derivative
1
Stochastic process
1
Stochastischer Prozess
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz im Buch
2
Book section
2
Language
All
English
2
Author
All
Amin, Ahsan
1
Moreni, Nicola
1
Pallavicini, Andrea
1
Published in...
All
Interest rate modelling after the financial crisis
International journal of theoretical and applied finance
13
The journal of futures markets
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
6
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
6
Quantitative finance
6
Discussion paper / Centre for Economic Policy Research
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Journal of risk
3
Working paper
3
CESifo working papers
2
CORE discussion papers : DP
2
NBER working paper series
2
The European journal of finance
2
Tinbergen Institute research series
2
Wiley finance series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series : WPS
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
Applied Mathematical Finance
1
Applied quantitative finance
1
Applied quantitative finance series
1
Asia-Pacific Financial Markets
1
BIS Working Paper
1
CESifo Working Paper
1
CFM discussion paper series
1
CFS Working Paper
1
CFS working paper series
1
Chapman & Hall/CRC financial mathematics series
1
Chapman and Hall/CRC financial mathematics series
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Dynamic modeling and econometrics in economics and finance
1
Economic modelling
1
Economics letters
1
Economies et sociétés ; 49,6
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
2
Parsimonious multi-curve HJM modelling with stochastic volatility
Moreni, Nicola
;
Pallavicini, Andrea
- In:
Interest rate modelling after the financial crisis
,
(pp. 393-415)
.
2013
Persistent link: https://www.econbiz.de/10011457026
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->