//--> //--> //-->
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
~person:"Bhar, Ramaprasad"
~person:"Pelsser, Antoon André Jean"
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:"Zinstermingeschäft"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
23
Zinsderivat
23
Theorie
16
Theory
16
Australia
9
Australien
9
Derivat
8
Derivative
8
Yield curve
8
Zinsstruktur
8
Option pricing theory
6
Optionspreistheorie
6
CAPM
4
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
Interest rate
3
Japan
3
Zins
3
Arbitrage Pricing
2
Arbitrage pricing
2
1987-1990
1
1988-1989
1
1989-1994
1
1991
1
1993-1994
1
1996-1997
1
Anleihe
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Bond market
1
Derivat <Wertpapier>
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Evaluation
1
Expectation formation
1
more ...
less ...
Type of publication
All
Article
13
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
8
Working Paper
8
Graue Literatur
6
Non-commercial literature
6
Language
All
English
23
Author
All
Bhar, Ramaprasad
Pelsser, Antoon André Jean
Hautsch, Nikolaus
18
Hess, Dieter
17
Chiarella, Carl
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Upper, Christian
14
Moessner, Richhild
13
Joshi, Mark S.
12
Rebonato, Riccardo
12
Schlögl, Erik
12
Schoenmakers, John
12
Werner, Thomas
12
Akram, Tanweer
11
Bianchetti, Marco
11
Mamun, Khawaja Abdullah al
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Söderlind, Paul
11
Fang, Victor
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Ito, Takayasu
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
7
Chen, Son-nan
7
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Report / Erasmus Center for Financial Research, Erasmus University
5
Advances in Pacific Basin financial markets
2
Review of futures markets
2
Applied financial economics
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series
1
Econometric Institute research papers
1
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
International review of economics & finance : IREF
1
Review of derivatives research
1
Springer finance
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
23
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Saved in:
2
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
3
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
4
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
5
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
6
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:
7
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
8
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
9
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
10
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
11
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
12
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
13
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
14
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
15
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
16
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
17
Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
Saved in:
18
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
19
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
Saved in:
20
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
Saved in:
21
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
Saved in:
22
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000874995
Saved in:
23
Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F.
- In:
International review of economics & finance : IREF
2
(
1993
)
4
,
pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->