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:"United States"
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
Robust and accurate Monte Carl...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
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
Volatility
5,892
Stochastischer Prozess
5,284
Stochastic process
5,208
Schätzung
4,837
Estimation
4,759
Optionsgeschäft
4,168
Option trading
4,149
USA
4,068
Derivat
3,846
Derivative
3,839
Schätztheorie
3,336
Estimation theory
3,292
Zins
3,146
Interest rate
3,096
Risikoprämie
3,032
Risk premium
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
Portfolio selection
2,603
Kapitaleinkommen
2,494
Capital income
2,483
more ...
less ...
Online availability
All
Free
950
Undetermined
439
CC license
16
Type of publication
All
Article
2,361
Book / Working Paper
1,572
Type of publication (narrower categories)
All
Article in journal
2,176
Aufsatz in Zeitschrift
2,176
Graue Literatur
1,161
Non-commercial literature
1,161
Working Paper
1,055
Arbeitspapier
1,053
Aufsatz im Buch
172
Book section
172
Hochschulschrift
168
Thesis
158
Collection of articles written by one author
60
Sammlung
60
Collection of articles of several authors
19
Sammelwerk
19
Lehrbuch
18
Textbook
18
Bibliografie enthalten
15
Bibliography included
15
Case study
9
Fallstudie
9
Amtsdruckschrift
8
Government document
8
Aufsatzsammlung
6
Conference paper
6
Glossar enthalten
6
Glossary included
6
Konferenzbeitrag
6
Konferenzschrift
6
Conference proceedings
4
Bibliografie
3
CD-ROM, DVD
3
Mikroform
3
Accompanied by computer file
2
Diskette
2
Elektronischer Datenträger als Beilage
2
Floppy disk
2
Handbook
2
Handbuch
2
Reprint
2
Systematic review
2
more ...
less ...
Language
All
English
3,836
German
54
French
34
Spanish
5
Italian
2
Undetermined
2
Danish
1
Dutch
1
more ...
less ...
Author
All
Rudebusch, Glenn D.
30
Thornton, Daniel L.
20
Mishkin, Frederic S.
19
Wright, Jonathan H.
19
Longstaff, Francis A.
18
Sarno, Lucio
18
Bekaert, Geert
17
Gil-Alaña, Luis A.
17
Kim, Don H.
16
Koopman, Siem Jan
16
Wei, Min
16
Zhou, Hao
16
Ang, Andrew
15
Swanson, Eric T.
15
D'Amico, Stefania
14
Dewachter, Hans
14
Estrella, Arturo
14
Krippner, Leo
14
Backus, David
13
Campbell, John Y.
13
Favero, Carlo A.
13
Hamilton, James D.
13
Kotlikoff, Laurence J.
12
Chernov, Mikhail
11
Christensen, Jens H. E.
11
Collin-Dufresne, Pierre
11
Diebold, Francis X.
11
Guidolin, Massimo
11
Kugler, Peter
11
Lyrio, Marco
11
Ritchken, Peter H.
11
Spencer, Peter D.
11
Viceira, Luis M.
11
Xing, Yuhang
11
Yue, Vivian Z.
11
Bordo, Michael D.
10
Ehrmann, Michael
10
Fratzscher, Marcel
10
Haubrich, Joseph Gerard
10
Hautsch, Nikolaus
10
more ...
less ...
Institution
All
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
International Monetary Fund
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
2
Weltbank
2
American Finance Association
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Bank of England
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
British Compressed Air Society
1
Center for Japan US Business and Economic Studies
1
Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Citicorp <New York, NY>
1
Conference on Software Systems and Income Transfer Policy <1987, Washington, DC>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
156
The journal of futures markets
145
The review of financial studies
88
The journal of finance : the journal of the American Finance Association
74
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
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
15
Staff reports / Federal Reserve Bank of New York
15
more ...
less ...
Source
All
ECONIS (ZBW)
3,926
RePEc
5
EconStor
2
Showing
1
-
10
of
3,933
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
