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:"Option pricing theory"
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
A Unified Market Model for Swa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
15
Theory
15
Derivat
9
Derivative
9
Risikomanagement
7
Risk management
7
Optionspreistheorie
4
Volatility
4
Volatilität
4
Portfolio selection
3
Portfolio-Management
3
Yield curve
3
Zinsstruktur
3
Basel Accord
2
Basler Akkord
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Commodity derivative
2
Financial economics
2
Index derivative
2
Indexderivat
2
Inflation
2
Interest rate
2
Interest rate derivative
2
Kapitalmarkttheorie
2
Risikomaß
2
Risikoprämie
2
Risk measure
2
Risk premium
2
Rohstoffderivat
2
Stochastic process
2
Stochastischer Prozess
2
Time
2
USA
2
United States
2
Zeit
2
Zins
2
Zinsderivat
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Kerkhof, Franciscus Lambertus Johannes
3
Kerkhof, Jeroen
1
Melenberg, Bertrand
1
Schumacher, Hans
1
Tee, Chyng Wen
1
Institution
All
Center for Economic Research <Tilburg>
1
Published in...
All
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Discussion paper / Center for Economic Research, Tilburg University
1
International journal of theoretical and applied finance
1
Valuation, financial modeling, and quantitative tools
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
2
Valuing inflation derivatives
Kerkhof, Franciscus Lambertus Johannes
-
2008
Persistent link: https://www.econbiz.de/10003765791
Saved in:
3
Model risk analysis for risk management and option pricing
Kerkhof, Franciscus Lambertus Johannes
-
2003
Persistent link: https://www.econbiz.de/10001861658
Saved in:
4
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
