//--> //--> //-->
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
subject:"Optionspreistheorie"
~isPartOf:"Finance research letters"
~isPartOf:"Finance and stochastics"
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
Optionspreistheorie
Interest rate derivative
18
Zinsderivat
18
Theorie
13
Theory
13
Option pricing theory
11
Yield curve
9
Zinsstruktur
9
Stochastic process
6
Stochastischer Prozess
6
Derivat
4
Derivative
4
Volatility
4
Volatilität
4
Interest rate
3
Zins
3
Arbitrage Pricing
2
Arbitrage pricing
2
Option trading
2
Optionsgeschäft
2
Affine processes
1
Anleihe
1
Asset swap
1
Basis swap
1
Bid-ask prices
1
Bid-ask spread
1
Bond
1
Capital income
1
Caps
1
Cost of capital
1
Cost of funding
1
Currency derivative
1
Discount margin
1
Expansion series
1
Floating rate note
1
Floors
1
Forward price
1
Forward rate agreement
1
Geld-Brief-Spanne
1
Government securities
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Baviera, Roberto
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Cuchiero, Christa
1
Fontana, Claudio
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Goldberg, Lisa
1
Goldys, Beniamin
1
Gombani, Andrea
1
Jamshidian, Farshid
1
Lapeyre, Bernard
1
Mashele, Hopolang Phillip
1
Mehalla, Sophian
1
Musiela, Marek
1
Rutkowski, Marek
1
Sonono, Masimba Energy
1
Vargiolu, Tiziano
1
Zhao, Xiaoliang
1
more ...
less ...
Published in...
All
Finance research letters
Finance and stochastics
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
4
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
5
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10001486621
Saved in:
6
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
Saved in:
7
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:
8
Volatility of the short rate in the rational lognormal model
Goldberg, Lisa
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10001235405
Saved in:
9
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Goldys, Beniamin
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001226609
Saved in:
10
LIBOR and swap market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
Saved in:
11
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...
//-->