//--> //--> //-->
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:"Report / Erasmus Center for Financial Research, Erasmus University"
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:"Zinsforward"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
9
Zinsderivat
9
Theorie
5
Theory
5
Derivat
4
Derivative
4
Arbitrage
2
CAPM
2
Deutschland
2
Germany
2
Großbritannien
2
Interest rate
2
Public bond
2
United Kingdom
2
Volatility
2
Volatilität
2
Yield curve
2
Zins
2
Zinsstruktur
2
Öffentliche Anleihe
2
Arbitrage Pricing
1
Arbitrage pricing
1
Financial economics
1
Finanzmathematik
1
Kapitalmarkttheorie
1
Lebensversicherung
1
Life insurance
1
Market value
1
Marktwert
1
Mathematical finance
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
9
Author
All
Pelsser, Antoon André Jean
5
Moraleda Novo, Juan Manuel
2
Vorst, Ton
2
Bouwknegt, Pieter
1
Bouwman, Tony
1
Driessen, Joost
1
Franses, Philip Hans
1
Hunt, Philip A.
1
Jong, Frank de
1
Kennedy, Joanne
1
Kofman, Paul
1
Mercurio, Fabio
1
Moser, James T.
1
more ...
less ...
Published in...
All
Report / Erasmus Center for Financial Research, Erasmus University
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
2
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
3
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
4
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
5
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
6
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
7
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966929
Saved in:
8
Is there LIF(F)E after DTB?
Kofman, Paul
;
Bouwman, Tony
;
Moser, James T.
-
1994
Persistent link: https://www.econbiz.de/10000912206
Saved in:
9
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->