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~person:"Chiarella, Carl"
~person:"Jarrow, Robert A."
~person:"Phillips, Peter C. B."
~subject:"Zinsstruktur"
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Zinsstruktur
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Chiarella, Carl
Jarrow, Robert A.
Phillips, Peter C. B.
Rudebusch, Glenn D.
56
Gollier, Christian
38
Bekaert, Geert
35
Diebold, Francis X.
26
Christensen, Jens H. E.
25
Monfort, Alain
23
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Schlögl, Erik
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18
Foresi, Silverio
18
Medvedev, Gennady
18
Meldrum, Andrew
18
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18
Woodford, Michael
18
Lemke, Wolfgang
17
Renne, Jean-Paul
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Uhrig-Homburg, Marliese
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16
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16
Goldstein, Robert S.
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Orphanides, Athanasios
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Collin-Dufresne, Pierre
15
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Mönch, Emanuel
15
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15
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15
Eusepi, Stefano
14
Svensson, Lars E. O.
14
Aksoy, Yunus
13
Andreasen, Martin Møller
13
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13
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Annual review of financial economics
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Asia-Pacific financial markets
2
Cowles Foundation discussion paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
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2
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2
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ECONIS (ZBW)
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1
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
2
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
3
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
4
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
5
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
6
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
7
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
8
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
Saved in:
9
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
10
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
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