//--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Finance and stochastics"
~subject:"Stochastic process"
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:"Zinsdifferenz"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Yield curve
114
Zinsstruktur
114
Theorie
75
Theory
75
Stochastischer Prozess
27
Option pricing theory
22
Optionspreistheorie
22
Geldpolitik
17
Monetary policy
17
CAPM
15
USA
15
United States
15
Estimation
13
Schätzung
13
Risikoprämie
12
Risk premium
12
Interest rate derivative
11
Zinsderivat
11
Capital income
9
Forecasting model
9
Interest rate
9
Kapitaleinkommen
9
Prognoseverfahren
9
Anleihe
8
Bond
8
Zins
8
Volatility
7
Volatilität
7
Martingal
6
Martingale
6
Portfolio selection
6
Portfolio-Management
6
Arbitrage Pricing
5
Arbitrage pricing
5
Credit risk
5
Großbritannien
5
Kreditrisiko
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Filipović, Damir
2
Fontana, Claudio
2
Grasselli, Martino
2
Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Aase Nielsen, Jørgen
1
Alfeus, Mesias
1
Arrouy, Pierre-Edouard
1
Babbs, Simon H.
1
Boumezoued, Alexandre
1
Buchardt, Kristian
1
Budhi Arta Surya
1
Buehler, Hans
1
Da Foncesca, José
1
De Donno, Marzia
1
Eberlein, Ernst
1
Elliott, Robert J.
1
Furrer, Christian
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Gümbel, Sandrine
1
Hoek, John van der
1
Jagannathan, Raj
1
Jiao, Ying
1
Lapeyre, Bernard
1
Li, Lingfei
1
Lim, Dongjae
1
Linetsky, Vadim
1
Ma, Chunhua
1
Marinacci, Massimo
1
Mehalla, Sophian
1
Musiela, Marek
1
Nielsen, Søren S.
1
Palmowski, Zbigniew
1
Pavarana, Simone
1
Pirjol, Dan
1
Poulsen, Rolf
1
Pratelli, Maurizio
1
Pérez, José Luis
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Finance and stochastics
International journal of theoretical and applied finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied mathematical finance
11
The review of financial studies
11
Journal of banking & finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Economic modelling
9
Insurance / Mathematics & economics
9
HWWA discussion paper
6
Quantitative finance
6
Risks : open access journal
6
The journal of futures markets
6
CREATES research paper
5
European journal of operational research : EJOR
5
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
The European journal of finance
5
Journal of financial economics
4
NBER Working Paper
4
NBER working paper series
4
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
4
SSE EFI working paper series in economics and finance
4
SpringerLink / Bücher
4
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Annals of finance
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
Discussion papers in economics
3
Finance research letters
3
Interest rate modelling after the financial crisis
3
Journal of econometrics
3
Journal of empirical finance
3
Journal of money, credit and banking : JMCB
3
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
27
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
5
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
6
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
7
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
8
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
9
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
10
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
11
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
12
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Saved in:
13
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
14
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
15
Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
Saved in:
16
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
17
Existence of Lévy term structure models
Filipović, Damir
;
Tappe, Stefan
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10003592553
Saved in:
18
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
Saved in:
19
The Lévy LIBOR model
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10002946685
Saved in:
20
A note on invariant measures for HJM models
Theranchi, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 389-398
Persistent link: https://www.econbiz.de/10002946718
Saved in:
21
On the use of measure-valued strategies in bond markets
De Donno, Marzia
;
Pratelli, Maurizio
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
Saved in:
22
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Saved in:
23
Conditional Gaussian models of the term structure of interest rates
Babbs, Simon H.
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 333-353
Persistent link: https://www.econbiz.de/10001680673
Saved in:
24
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Saved in:
25
Stochastic flows and the forward measure
Elliott, Robert J.
;
Hoek, John van der
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
Saved in:
26
Invariant measures for the Musiela equation with deterministic diffusion term
Vargiolu, Tiziano
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 483-492
Persistent link: https://www.econbiz.de/10001412198
Saved in:
27
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->