//--> //--> //-->
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
~subject:"Mathematisches Modell"
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
Extended Libor Market Models w...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematisches Modell
Optionspreistheorie
9
Volatilität
8
Option pricing theory
7
Theorie
7
Theory
7
Volatility
7
quadratic volatility
6
Nichtlineare Optimierung
4
Nonlinear programming
4
BGM
3
Derivat <Wertpapier>
3
Deutschland
3
Geldmarkt
3
Germany
3
Interest rate
3
Interest rate derivative
3
LMM
3
Libor market model
3
Money market
3
Yield curve
3
Zins
3
Zinsderivat
3
Zinsstruktur
3
affine volatility
3
closed form solutions
3
dervatives pricing
3
forward Libor rates
3
frowns
3
implied volatility
3
option pricing
3
smiles
3
stochastic differential equation
3
strong solutions
3
Arbitrage-Pricing-Theorie
1
Arbitrage-Pricing-theory
1
Economic statistics
1
Optionspreis
1
Wirtschaftsstatistik
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
1
Hochschulschrift
1
Thesis
1
Language
All
English
2
Author
All
Zühlsdorff, Christian
2
Published in...
All
Schriftenreihe Finanzmanagement
2
Source
All
ECONIS (ZBW)
1
USB Cologne (EcoSocSci)
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10004751672
Saved in:
2
Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10001678903
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->