//--> //--> //-->
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
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Swap"
~type_genre:"Arbeitspapier"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Swap
Option pricing theory
12
Optionspreistheorie
12
Volatility
4
Volatilität
4
Theorie
3
Theory
3
Capital structure
2
Currency derivative
2
Estimation
2
Index futures
2
Index-Futures
2
Kapitalstruktur
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Währungsderivat
2
Börsenkurs
1
Derivat
1
Derivative
1
Exchange rate policy
1
Forecasting model
1
Gold
1
Government securities
1
IV-Schätzung
1
Instrumental variables
1
Interest rate derivative
1
Prognoseverfahren
1
Share price
1
Staatspapier
1
Wechselkurspolitik
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Collin-Dufresne, Pierre
1
Solnik, Bruno
1
Institution
All
Chambre de commerce et d'industrie de Paris
Federal Reserve Bank of St. Louis
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Judge Institute of Management Studies
1
Published in...
All
Les cahiers de recherche / HEC Paris
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->