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
~isPartOf:"Applied mathematical finance"
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
A nonparametric model for spot...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Anleihe
1
Bond
1
Hedging
1
Interest rate
1
Long-dated bond pricing
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
Yield curve
1
Zins
1
Zinsstruktur
1
growth optimal portfolio
1
non-parametric kernel
1
stochastic interest rate
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Baldeaux, Jan
1
Fung, Man Chung
1
Ignatieva, Ekaterina
1
Platen, Eckhard
1
Published in...
All
Applied mathematical finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Insurance / Mathematics & economics
5
Research Paper Series / Finance Discipline Group, Business School
5
UNSW Business School Research Paper
5
Energy economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Journal of banking & finance
2
Risks
2
Risks : open access journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Computational Statistics & Data Analysis
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Diskussionspapier
1
Insurance: Mathematics and Economics
1
International Review of Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 265
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 284
1
Quantitative finance
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Paper 2006-075
1
SFB 649 Discussion Papers
1
SFB 649 discussion paper
1
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
1
The energy journal
1
UNSW Australian School of Business Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
