//--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
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
Interest rate volatility and t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
USA
2
United States
2
Vereinigte Staaten
2
1983-1987
1
2004-2009
1
Accounting valuation
1
Allgemeines Gleichgewicht
1
Betriebliche Investitionstheorie
1
Bewertung
1
Bilanzielle Bewertung
1
CAPM
1
Capital market returns
1
Commodity derivative
1
Corporate investment theory
1
Credit derivative
1
Evaluation
1
Finanzhaushaltsschuld
1
Forest economics
1
Forstökonomie
1
General equilibrium
1
Index futures
1
Index-Futures
1
Kapitalanlage Portefeuilleplanung
1
Kapitalmarkt
1
Kapitalmarktrendite
1
Kapitalzins
1
Kapitalzinsstruktur
1
Kreditderivat
1
Rohstoffderivat
1
Speculation
1
Spekulation
1
Unternehmungsfinanzierung Fremdfinanzierung
1
Wertpapier
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
Undetermined
5
English
4
Author
All
Schwartz, Eduardo S.
6
Longstaff, Francis A.
3
Brennan, Michael J.
2
Miltersen, Kristian R.
2
Schaefer, Stephen M.
2
George, Thomas J.
1
Hemler, Michael Lee
1
Morck, Randall
1
Myers, Brett W.
1
Stangeland, David Alan
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
NBER working paper series
52
The journal of finance : the journal of the American Finance Association
48
NBER Working Paper
47
Working paper / National Bureau of Economic Research, Inc.
46
NBER Working Papers
36
Journal of financial economics
30
The review of financial studies
27
Working paper / National Bureau of Economic Research, Inc
21
University of California at Los Angeles, Anderson Graduate School of Management
19
Journal of Financial Economics
18
The journal of business : B
13
Journal of Finance
12
Journal of Financial and Quantitative Analysis
12
The journal of fixed income
6
Handbook of heavy tailed distributions in finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Real Estate Economics
5
Review of Financial Studies
5
Review of derivatives research
5
Economic notes : economic review of Banca Monte dei Paschi di Siena
4
Financial analysts' journal : FAJ
4
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
4
Mathematical methods of operations research
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
4
Real options and investment under uncertainty : classical readings and recent contributions
4
SAFE working paper
4
Economic Notes
3
Energy economics
3
Finanzmarkt und Portfolio-Management
3
Journal of Banking & Finance
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of monetary economics
3
Management Science
3
The journal of real estate finance and economics
3
Advances in futures and options research : a research annual
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Computational Statistics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
2
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
2
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
Saved in:
3
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
Saved in:
4
How does the market value toxic assets?
Longstaff, Francis A.
;
Myers, Brett W.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
Saved in:
5
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.
;
Longstaff, Francis A.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
Saved in:
6
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
Saved in:
7
Analyzing convertible bonds
Brennan, Michael J.
;
Schwartz, Eduardo S.
;
Schaefer, …
- In:
Journal of financial and quantitative analysis : JFQA
15
(
1980
)
4
,
pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
Saved in:
8
An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
3
,
pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
Saved in:
9
A two-factor model of the term structure : an approximate analytical solution
Schaefer, Stephen M.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
19
(
1984
)
4
,
pp. 413-424
Persistent link: https://www.econbiz.de/10002763839
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->