Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Center for Economic Research <Tilburg>"
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
The CARMA interest rate model
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
6
Theory
6
Option trading
5
Optionsgeschäft
5
Volatility
4
Volatilität
4
Börsenkurs
2
Corporate bond
2
Share price
2
USA
2
United States
2
Unternehmensanleihe
2
Yield curve
2
Zinsstruktur
2
1954-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Causality analysis
1
Credit risk
1
EU countries
1
EU-Staaten
1
Euro area
1
Eurozone
1
Financial economics
1
Financial sector
1
Finanzsektor
1
Forecast
1
Geldpolitische Transmission
1
Inflation targeting
1
Inflationssteuerung
1
Investitionsrisiko
1
Investment risk
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
English
15
Author
All
Berridge, S. J.
4
Schumacher, Johannes M.
4
Werker, Bas J. M.
3
Renault, Eric
2
Baele, Lieven
1
Eiffinger, Sylvester
1
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Guha, Rajiv
1
Horst, Jenke R. ter
1
Kerkhof, Jeroen
1
Kort, Peter M.
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Sbuelz, Alessandro
1
Schaling, Eric
1
Schumacher, Hans
1
Tesfaselassie, Mewael F.
1
Van Landschoot, Astrid
1
Veld, Chris H.
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
National Bureau of Economic Research
938
International Monetary Fund (IMF)
680
International Monetary Fund
243
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
233
C.E.P.R. Discussion Papers
97
Institut für Schweizerisches Bankwesen <Zürich>
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
EconWPA
53
Centre for Analytical Finance <Århus>
49
Université Paris-Dauphine (Paris IX)
46
HAL
43
European Central Bank
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
Society for Computational Economics - SCE
40
Ekonomiska forskningsinstitutet <Stockholm>
30
World Bank
28
CESifo
24
Federal Reserve Bank of St. Louis
24
Agricultural and Applied Economics Association - AAEA
23
National Centre of Competence in Research North South <Bern>
22
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Federal Reserve Bank of San Francisco
20
Svenska Handelshögskolan <Helsinki>
20
OECD
19
Reserve Bank of Australia
19
Cowles Foundation for Research in Economics, Yale University
18
Society for Economic Dynamics - SED
18
Chambre de commerce et d'industrie de Paris
17
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
17
Tinbergen Instituut
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Federal Reserve Bank of New York
16
Center for Financial Studies
15
Econometric Society
15
European Association of Agricultural Economists - EAAE
15
School of Economics and Management, University of Aarhus
15
Springer Fachmedien Wiesbaden
15
Université Paris-Dauphine
15
Banque de France
14
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The term structure of credit spreads on euro corporate bonds
Van Landschoot, Astrid
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773829
Saved in:
2
Heterogeneous information about the term structure of interest rates, least-squares learning and optimal interest rate rules for inflation forecast targeting
Schaling, Eric
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943063
Saved in:
3
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
Saved in:
4
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
Saved in:
5
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
6
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
Saved in:
7
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
8
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
Saved in:
9
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
10
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
