//--> //--> //-->
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"
~type_genre:"Article in journal"
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
5
Theory
5
Zero-Bond
5
Zero-coupon bond
5
Yield curve
3
Zinsstruktur
3
Affine processes
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bond
1
Capital income
1
Credit risk
1
Credit valuation adjustment
1
Derivat
1
Derivative
1
Euromarkets
1
Euromarkt
1
Gumbel bivariate exponential distributions
1
Hedging
1
Interest rate derivative
1
Kapitaleinkommen
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
Theory of interest
1
Wishart processes
1
Yield curve shapes
1
Zinsderivat
1
Zinstheorie
1
bilateral CVA
1
bivariate exponential distributions
1
closeout
1
debit valuation adjustment
1
equity forward contract
1
simplified bilateral CVA
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Brigo, Damiano
1
Buescu, Cristin
1
Davis, Mark H. A.
1
Epstein, D.
1
Gnoatto, Alessandro
1
Mataix-Pastor, Vicente
1
Morini, Massimo
1
Pan, Enlin
1
Rutkowski, Marek
1
Wilmott, Paul
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
5
Applied financial economics
4
Die Bank
4
Applied mathematical finance
3
The American economic review
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Bank of Canada review
2
Finance research letters
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
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The review of financial studies
2
WPg : Kompetenz schafft Vertrauen
2
Applied economics
1
Bank i kredyt
1
Betriebs-Berater : BB
1
European financial management : the journal of the European Financial Management Association
1
Financiación del déficit público
1
Financial markets and portfolio management
1
Finanz-Rundschau für Einkommensteuer und Körperschaftsteuer : FR
1
Hitotsubashi journal of economics
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Información comercial española : ICE : revista de economía
1
International economics and economic policy : IEEP
1
International journal of bonds and derivatives
1
International journal of financial engineering
1
International journal of financial markets and derivatives
1
Journal of banking & finance
1
Journal of business case studies
1
Journal of econometrics
1
Journal of economics & business
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->