//--> //--> //-->
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:"World"
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
The pricing of interest rate c...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
World
Theorie
82
Theory
69
Optionspreistheorie
35
Option pricing theory
26
Derivat
22
Derivative
22
Volatilität
21
Börsenkurs
18
Volatility
18
Share price
16
Kreditrisiko
15
CAPM
14
Credit risk
14
Hedging
13
Portfolio-Management
13
Stochastischer Prozess
13
Schätzung
12
Estimation
11
Optionsgeschäft
11
Portfolio selection
11
Risikomanagement
11
Finanzanalyse
10
Risk management
10
Stochastic process
10
USA
10
Financial analysis
9
Kapitalstruktur
9
Option trading
9
United States
9
Capital structure
8
Welt
8
Interest rate derivative
7
Zinsderivat
7
Chaostheorie
6
Corporate finance
6
Optionsanleihe
6
Unternehmensfinanzierung
6
Analysis
5
Bewertung
5
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz in Zeitschrift
3
Working Paper
3
Graue Literatur
1
Non-commercial literature
1
Language
All
English
7
Author
All
Crouhy, Michel
5
Bühler, Wolfgang
2
Galai, Dan
2
Korn, Olaf
2
Mark, Robert
2
Rockinger, Michael
2
Schöbel, Rainer
2
Jarrow, Robert A.
1
Turnbull, Stuart M.
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Published in...
All
Capital adequacy beyond Basel : banking, securities, and insurance
1
Financial engineering and the Japanese markets
1
Journal of banking & finance
1
Les cahiers de recherche / HEC Paris
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Tübinger Diskussionsbeitrag
1
Tübinger Diskussionsbeiträge
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
2
Prototype risk rating system
Crouhy, Michel
;
Galai, Dan
;
Mark, Robert
- In:
Journal of banking & finance
25
(
2001
)
1
,
pp. 47-95
Persistent link: https://www.econbiz.de/10001546234
Saved in:
3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001222633
Saved in:
4
The use of internal models: comparison of the new Basel credit proposals with available internal models for credit risk
Crouhy, Michel
;
Galai, Dan
;
Mark, Robert
- In:
Capital adequacy beyond Basel : banking, securities, …
,
(pp. 197-257)
.
2005
Persistent link: https://www.econbiz.de/10002737713
Saved in:
5
Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang
(
contributor
);
Korn, Olaf
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10009232783
Saved in:
6
The subprime credit crisis of 2007
Crouhy, Michel
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Saved in:
7
Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10013268734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->