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Option pricing theory
Zinsstruktur
15,789
Yield curve
15,569
Theorie
6,450
Theory
6,368
Zins
2,740
Interest rate
2,701
Schätzung
2,673
Estimation
2,627
Öffentliche Anleihe
2,523
Public bond
2,498
Risikoprämie
2,453
Risk premium
2,424
Geldpolitik
2,411
Monetary policy
2,353
USA
2,167
United States
2,100
Anleihe
1,725
Bond
1,712
Kapitaleinkommen
1,657
Capital income
1,648
Kreditrisiko
1,613
Credit risk
1,603
Volatilität
1,299
EU-Staaten
1,284
Volatility
1,275
EU countries
1,240
Prognoseverfahren
1,164
Forecasting model
1,141
Optionspreistheorie
1,080
Eurozone
1,037
Euro area
1,020
Unternehmensanleihe
1,011
Corporate bond
1,009
Interest rate derivative
980
Zinsderivat
980
CAPM
841
Rentenmarkt
774
Deutschland
750
Bond market
748
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Free
330
Undetermined
260
CC license
14
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Thesis
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English
1,044
German
22
French
2
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2
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Joshi, Mark S.
16
Schlögl, Erik
15
Schoenmakers, John
13
Chiarella, Carl
11
Chen, Son-nan
10
Filipović, Damir
10
Fabozzi, Frank J.
9
Grbac, Zorana
9
Sandmann, Klaus
9
Culp, Christopher L.
8
Nikitopoulos, Christina Sklibosios
8
Nozawa, Yoshio
8
Takahashi, Akihiko
8
Veronesi, Pietro
8
Almeida, Caio
7
Elliott, Robert J.
7
Fanelli, Viviana
7
Schwartz, Eduardo S.
7
White, Alan
7
Benth, Fred Espen
6
Beveridge, Christopher
6
Eberlein, Ernst
6
Gnoatto, Alessandro
6
Levendorskij, Sergej Z.
6
Lin, Shih-kuei
6
Rebonato, Riccardo
6
Schmidt, Thorsten
6
Schönbucher, Philipp J.
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Brigo, Damiano
5
Cheng, Benjamin
5
Christoffersen, Peter F.
5
Deelstra, Griselda
5
Duffie, Darrell
5
Gouriéroux, Christian
5
Grzelak, Lech A.
5
Hull, John
5
Jacobs, Kris
5
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National Bureau of Economic Research
6
Centre for Analytical Finance <Århus>
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European Stability Mechanism
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
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Published in...
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International journal of theoretical and applied finance
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The journal of computational finance
25
Quantitative finance
24
Applied mathematical finance
23
Finance and stochastics
22
Journal of banking & finance
21
Review of derivatives research
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of fixed income
16
International journal of financial engineering
15
Risks : open access journal
14
The journal of futures markets
14
Journal of mathematical finance
13
Journal of financial economics
10
Finance research letters
9
The European journal of finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The review of financial studies
8
Insurance / Mathematics & economics
7
Asia-Pacific financial markets
6
European journal of operational research : EJOR
6
Journal of empirical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of finance : the journal of the American Finance Association
6
Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
5
Lecture notes in economics and mathematical systems : LNEMS
5
NBER Working Paper
5
Série de trabalhos para discussão
5
Working paper
5
Annals of financial economics
4
Applied financial economics
4
Discussion paper / B
4
International review of economics & finance : IREF
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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ECONIS (ZBW)
1,070
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1
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Giles, Michael B.
;
Higham, Desmond J.
;
Mao, Xuerong
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 403-413
Persistent link: https://www.econbiz.de/10003899321
Saved in:
2
Computable error bounds of multidimensional Euler inversion and their financial applications
Zeng, Pingping
;
Shi, Chao
- In:
Operations research letters
50
(
2022
)
6
,
pp. 726-731
Persistent link: https://www.econbiz.de/10014230204
Saved in:
3
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
4
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
5
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
6
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens
-
2000
Persistent link: https://www.econbiz.de/10001511077
Saved in:
7
A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10001517417
Saved in:
8
Markov interest rate models
Hagan, Patrick S.
;
Woodward, Diana E.
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
Saved in:
9
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
10
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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