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:"Quantitative 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
Markov interest rate models
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CMS rates
1
Interest rate derivative
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
SABR model
1
Spread options
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
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
Hagan, Patrick S.
1
Lesniewski, Andrew
1
Skoufis, G. E.
1
Woodward, Diana E.
1
Published in...
All
Quantitative finance
Applied mathematical finance
6
Wilmott
6
Applied Mathematical Finance
5
Cambridge elements. Elements in quantitative finance
1
Computing in Economics and Finance 1997
1
Papers / arXiv.org
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
