//--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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:"Zero-coupon bond"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Zero-Bond
14
Zero-coupon bond
14
Yield curve
9
Zinsstruktur
9
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Arbitrage
2
CAPM
2
Credit risk
2
Fälligkeit
2
Kreditrisiko
2
Maturity
2
Affine processes
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bond
1
Bond market
1
Capital income
1
Credit valuation adjustment
1
Debt financing
1
Euromarkets
1
Euromarkt
1
Firm performance
1
Fremdkapital
1
Gumbel bivariate exponential distributions
1
Hedging
1
Incomplete market
1
Insolvency
1
Insolvenz
1
Interest rate
1
Interest rate derivative
1
Kapitaleinkommen
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
more ...
less ...
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Rutkowski, Marek
2
Barski, Michał
1
Björk, Tomas
1
Brigo, Damiano
1
Buescu, Cristin
1
Davis, Mark H. A.
1
Epstein, D.
1
Gnoatto, Alessandro
1
Goldammer, Verena
1
Guo, Xin
1
Jakubowski, Jacek
1
Jarrow, Robert A.
1
Kabanov, Jurij M.
1
Kardaras, Constantinos
1
Kennedy, D. P.
1
Mataix-Pastor, Vicente
1
Morini, Massimo
1
Pan, Enlin
1
Pintoux, Caroline
1
Platen, Eckhard
1
Privault, Nicolas
1
Runggaldier, Wolfgang J.
1
Schmock, Uwe
1
Wilmott, Paul
1
Zabczyk, Jerzy
1
Zeng, Yan
1
Zipkin, Paul Herbert
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Finance and stochastics
5
Applied financial economics
4
Die Bank
4
NBER working paper series
4
Applied mathematical finance
3
IMES discussion paper series / Englische Ausgabe
3
IMF Working Papers
3
MNB Working Papers
3
MNB working papers
3
NBER Working Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The American economic review
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Working paper
3
Applied Mathematical Finance
2
Bank of Canada review
2
Banque de France Working Paper
2
Cardiff Economics Working Papers
2
Discussion paper / B
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Finance and economics discussion series
2
Finance research letters
2
Gabler Edition Wissenschaft
2
IMF Staff Country Reports
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International review of economics & finance : IREF
2
Journal of business economics : JBE
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
Kredit und Kapital
2
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
2
Review of derivatives research
2
Serie documentos de trabajo
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Counterparty risk pricing : impact of closeout and first-to-default times
Brigo, Damiano
;
Buescu, Cristin
;
Morini, Massimo
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009672601
Saved in:
2
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
3
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
Saved in:
4
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
5
The Dothan pricing model revisited
Pintoux, Caroline
;
Privault, Nicolas
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10008935653
Saved in:
6
On incompleteness of bond markets with infinite number of random factors
Barski, Michał
;
Jakubowski, Jacek
;
Zabczyk, Jerzy
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 541-556
Persistent link: https://www.econbiz.de/10009156015
Saved in:
7
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
Saved in:
8
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
9
Self-financing trading strategies for sliding, rolling-horizon, and consol bonds
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 361-385
Persistent link: https://www.econbiz.de/10001444270
Saved in:
10
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
11
Collapse of detail
Pan, Enlin
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
Saved in:
12
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
13
Bond market structure in the presence of marked point processes
Björk, Tomas
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
Saved in:
14
The term structure of interest rates as a Gaussian random field
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001185094
Saved in:
15
The relationship between risk and maturity in a stochastic setting
Zipkin, Paul Herbert
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001185150
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->