//--> //--> //-->
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
accessRights:"restricted"
~type_genre:"Nachschlagewerk"
~type_genre:"Konferenzbeitrag"
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:"Zinsswap"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
5
Zinsderivat
5
Option pricing theory
4
Optionspreistheorie
4
Yield curve
4
Zinsstruktur
4
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
Swaption
2
Zins
2
Affine LIBOR models
1
Aktie
1
Aktienoption
1
Asymptotic approximation
1
Calibration
1
Caplet
1
Coupon bond option
1
Currency derivative
1
Derivat <Wertpapier>
1
Financial analysis
1
Finanzanalyse
1
Forward price
1
Geldmarkt
1
Interest rate
1
LIBOR
1
LIBOR market models
1
Libor market model
1
Lévy Libor model
1
Lévy forward price models
1
Martingal
1
Martingale
1
Money market
1
One-factor Hull-White model
1
Overnight interest rate
1
Semimartingales
1
Share
1
Stock option
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Nachschlagewerk
Konferenzbeitrag
Article in journal
148
Aufsatz in Zeitschrift
148
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatz im Buch
6
Book section
6
Lehrbuch
6
Textbook
5
Conference paper
4
Formelsammlung
3
Aufgabensammlung
1
Case study
1
Einführung
1
Fallstudie
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Ratgeber
1
Reference book
1
more ...
less ...
Language
All
English
4
German
1
Author
All
Grbac, Zorana
2
Avellaneda, Marco
1
Genaro, Alan de
1
Glau, Kathrin
1
Krief, David
1
Kruse, Susanne
1
Papapantoleon, Antonis
1
Russo, Vincenzo
1
Tankov, Peter
1
Torri, Gabriele
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Computational Management Science : CMS
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
Saved in:
2
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Formelsammlung Aktien-, Zins- und Währungsderivate
Kruse, Susanne
-
2015
Persistent link: https://www.econbiz.de/10010465512
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->