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subject:"Anleihe"
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Anleihe
Yield curve
50
Zinsstruktur
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Theorie
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Theory
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Option pricing theory
21
Optionspreistheorie
21
Stochastic process
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Stochastischer Prozess
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Bacinello, Anna Rita
1
Baldeaux, Jan
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Bermin, Hans-Peter
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Chen, Xinfu
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Fung, Man Chung
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Huang, Ting Ting
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Ignatieva, Ekaterina
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Ortu, Fulvio
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Applied mathematical finance
Journal of banking & finance
17
The journal of fixed income
16
Finance research letters
15
NBER working paper series
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of international money and finance
13
International journal of theoretical and applied finance
10
International review of economics & finance : IREF
10
Working paper / National Bureau of Economic Research, Inc.
10
Working papers series / Federal Reserve Bank of San Francisco
10
Discussion papers / CEPR
8
Economic modelling
8
Journal of financial economics
8
Applied economics letters
7
Emerging markets, finance and trade : EMFT
7
NBER Working Paper
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The review of financial studies
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Working paper
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CREATES research paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
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Journal of monetary economics
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Research in international business and finance
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Staff reports / Federal Reserve Bank of New York
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Discussion paper
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Finance and economics discussion series
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Pacific-Basin finance journal
5
Research paper series / Swiss Finance Institute
5
Springer eBook Collection
5
Staff working paper / Bank of Canada
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of corporate finance : contracting, governance and organization
5
Working paper series / European Central Bank
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Working papers / The Levy Economics Institute
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Applied economics
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ECONIS (ZBW)
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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
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:
3
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:
4
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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