//--> //--> //-->
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
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
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
Financial Market Functioning a...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
4
Zinsstruktur
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Interest rate derivative
2
Zinsderivat
2
Affine LIBOR models
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic approximation
1
Bond market
1
Bond markets
1
Caplet
1
Cointegration
1
Financial market
1
Finanzmarkt
1
Forward measure
1
Forward price
1
Fourier transform
1
Heath-Jarrow-Morton modeling
1
Interest rate theory
1
Kointegration
1
LIBOR
1
LIBOR market models
1
Large financial markets
1
Libor market model
1
Lévy Libor model
1
Lévy forward price models
1
Lévy processes
1
Martingal
1
Martingale
1
Numéraire
1
Option trading
1
Optionsgeschäft
1
Ornstein-Uhlenbeck processes
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Konferenzbeitrag
Konferenzschrift
Aufsatz im Buch
4
Book section
4
Conference paper
4
Language
All
English
4
Author
All
Grbac, Zorana
2
Benth, Fred Espen
1
Glau, Kathrin
1
Klein, Irene
1
Krief, David
1
Papapantoleon, Antonis
1
Schmidt, Thorsten
1
Tankov, Peter
1
Teichmann, Josef
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
SUERF studies
15
SUERF conference proceedings
9
The Cato journal : an interdisciplinary journal of public policy analysis
7
American economic journal : a journal of the American Economic Association
4
CESifo working papers
3
International journal of central banking : IJCB
3
Journal of international economics
3
Asset-liability management with ultra-low interest rates, March 11, 2015 : [a conference jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research]
2
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
Central banking and financial stability in East Asia
2
Computational Management Science : CMS
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
International journal of theoretical and applied finance
2
Journal of monetary economics
2
Kompetenzzentrum Versicherungswissenschaften
2
Macroeconomic and financial stability : challenges for monetary policy
2
Macroeconomic policy making
2
Schriften des Vereins für Socialpolitik : SVS
2
The European journal of finance
2
The journal of real estate finance and economics
2
Working paper / National Bank of Belgium / National Bank of Belgium
2
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
1
BIS conference papers
1
Bankenaufsicht im Dialog 2018
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Betriebswirtschaftliche Strategien für die Abfallwirtschaft und Stadtreinigung : (2014) ; [Fachkonferenz "Betriebswirtschaftliche Strategien für die Abfallwirtschaft und Stadtreinigung" ; am 4. und 5. Dezember ... zum 10. Mal]/ Hans-Peter Obladen; Michael Meetz (Hrsg.)
1
Collection "Approfondissement de la connaissance économique"
1
DNB working papers
1
Economic Challenges for Europe After the Pandemic : Proceedings of the XXXII Villa Mondragone International Economic Seminar, Rome, Italy, 2021
1
Economic modelling
1
Economic policy review
1
Energy economics
1
Financial market development, monetary policy and financial stability in emerging market economies
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
Inflation dynamics and monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyo., Aug. 27 - 29, 2015
1
International journal of globalisation and small business : IJGSB
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
No arbitrage theory for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->