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USA
Simulation
22,415
Theorie
20,527
Theory
20,149
Zinsstruktur
15,697
Optionspreistheorie
15,608
Yield curve
15,477
Option pricing theory
15,148
Monte Carlo simulation
7,292
Monte-Carlo-Simulation
6,695
Volatilität
5,993
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5,892
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5,284
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5,208
Schätzung
4,837
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4,759
Optionsgeschäft
4,168
Option trading
4,149
United States
3,933
Derivat
3,846
Derivative
3,839
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3,336
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3,292
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3,146
Interest rate
3,096
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3,032
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2,994
Geldpolitik
2,926
Monetary policy
2,848
Kreditrisiko
2,774
Öffentliche Anleihe
2,769
Prognoseverfahren
2,752
Public bond
2,743
Credit risk
2,736
Forecasting model
2,706
Portfolio-Management
2,624
simulation
2,607
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2,603
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2,494
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2,483
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1,041
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445
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16
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4
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Rudebusch, Glenn D.
31
Thornton, Daniel L.
20
Mishkin, Frederic S.
19
Wright, Jonathan H.
19
Koopman, Siem Jan
18
Longstaff, Francis A.
18
Sarno, Lucio
18
Bekaert, Geert
17
Gil-Alaña, Luis A.
17
Dewachter, Hans
16
Kim, Don H.
16
Swanson, Eric T.
16
Wei, Min
16
Zhou, Hao
16
Ang, Andrew
15
Backus, David
15
D'Amico, Stefania
14
Estrella, Arturo
14
Hautsch, Nikolaus
14
Krippner, Leo
14
Campbell, John Y.
13
Diebold, Francis X.
13
Favero, Carlo A.
13
Hamilton, James D.
13
Yue, Vivian Z.
13
Chernov, Mikhail
12
Collin-Dufresne, Pierre
12
Kotlikoff, Laurence J.
12
Li, Canlin
12
Lyrio, Marco
12
Christensen, Jens H. E.
11
Guidolin, Massimo
11
Kozicki, Sharon
11
Kugler, Peter
11
Ritchken, Peter H.
11
Spencer, Peter D.
11
Viceira, Luis M.
11
Xing, Yuhang
11
Bordo, Michael D.
10
Caporale, Guglielmo Maria
10
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National Bureau of Economic Research
40
Federal Reserve Bank of St. Louis
9
Federal Reserve Bank of Cleveland
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Federal Reserve Bank of New York
3
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of Exeter / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Chicago
2
Reserve Bank of New Zealand
2
School of Finance and Business Economics <Perth, Western Australia>
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
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Weltbank
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1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bank of Canada
1
Bank of England
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Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
British Compressed Air Society
1
Brookings Institution
1
Center for Japan US Business and Economic Studies
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Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Citicorp <New York, NY>
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Conference on Software Systems and Income Transfer Policy <1987, Washington, DC>
1
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1
Edward Elgar Publishing
1
Environmental Protection Agency
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
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Working paper / National Bureau of Economic Research, Inc.
156
The journal of futures markets
149
The review of financial studies
88
The journal of finance : the journal of the American Finance Association
75
Discussion paper / Centre for Economic Policy Research
61
The journal of fixed income
58
Journal of banking & finance
56
Finance and economics discussion series
55
Journal of financial and quantitative analysis : JFQA
50
Journal of money, credit and banking : JMCB
41
NBER working paper series
40
Journal of financial economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of international money and finance
31
Economics letters
29
Journal of econometrics
28
Journal of monetary economics
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Working paper
24
Journal of applied econometrics
23
Applied financial economics
22
Journal of economics & business
22
American journal of agricultural economics
21
ECB Working Paper
21
International review of economics & finance : IREF
21
Journal of economic dynamics & control
21
The review of economics and statistics
20
Working papers series / Federal Reserve Bank of San Francisco
20
Advances in futures and options research : a research annual
19
Applied economics
19
BIS working papers
19
International review of financial analysis
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Working paper series / European Central Bank
19
CESifo working papers
18
The American economic review
18
The journal of real estate finance and economics
18
International finance discussion papers
16
Discussion paper / Tinbergen Institute
15
Economic review
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ECONIS (ZBW)
3,953
EconStor
91
USB Cologne (EcoSocSci)
10
BASE
4
RePEc
4
Other ZBW resources
4
OLC EcoSci
2
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1
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
2
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
3
Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Knight, John L.
;
Li, Fuchun
;
Yuan, Mingwei
-
1999
Persistent link: https://www.econbiz.de/10001429788
Saved in:
4
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
6
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
7
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
Saved in:
8
Forward rate volatilities,
swap
rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
9
Modelling the US
swap
spread
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
Research in finance
26
(
2010
),
pp. 155-181
Persistent link: https://www.econbiz.de/10009241013
Saved in:
10
What determines U.S.
swap
spreads?
Kóbor, Ádám
-
2005
Persistent link: https://www.econbiz.de/10010522778
Saved in:
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