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:"Econometrisch Instituut <Rotterdam>"
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
Libor and Swap Market Models f...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
1
Option pricing theory
1
Optionspreistheorie
1
Risikomanagement
1
Risk management
1
Swap
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Working Paper
1
Language
All
English
1
Author
All
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Institution
All
Econometrisch Instituut <Rotterdam>
Tilburg University, Center for Economic Research
14
C.E.P.R. Discussion Papers
13
Tinbergen Instituut
8
Tinbergen Institute
7
CentER for Economic Research, Universiteit van Tilburg
5
European Central Bank
5
arXiv.org
5
Center for Economic Research <Tilburg>
3
EconWPA
3
European Commission / Joint Research Centre
2
Institute for Financial Research (SIFR)
2
School of Management, Yale University
2
Bank for International Settlements (BIS)
1
CESifo
1
Centraal Planbureau (CPB), Government of the Netherlands
1
Centre for Economics <Rotterdam
1
Econometric Society
1
Economisch Instituut voor het Midden-en Kleinbedrijf
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Financial Markets Group
1
London School of Economics (LSE)
1
Marshall School of Business, University of Southern California
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
Niederlande / Arbeidsinspectie
1
Niederlande / Ministerie van Sociale Zaken en Werkgelegenheid / Centraal Kantoor
1
Society for Computational Economics - SCE
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
de Nederlandsche Bank
1
more ...
less ...
Published in...
All
Econometric Institute research papers
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
