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:"Yield curve"
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 Two Factor No-Arbitrage Mode...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
100
Theory
96
Liquidity
42
Kreditrisiko
32
Liquidität
32
Credit risk
31
Risiko
31
Optionspreistheorie
29
Risk
29
Credit derivative
28
Kreditderivat
28
Option pricing theory
27
Derivat
26
Derivative
26
Coronavirus
21
Börsenkurs
20
Market liquidity
20
Marktliquidität
20
Share price
20
Zinsstruktur
17
Betriebliche Liquidität
16
Bond market
16
Corporate bond
16
Corporate liquidity
16
Portfolio-Management
16
Rentenmarkt
16
Unternehmensanleihe
16
Interest rate derivative
15
Portfolio selection
15
Zinsderivat
15
EU countries
14
EU-Staaten
14
CAPM
13
Financial crisis
13
Financial market regulation
13
Finanzmarktregulierung
13
Japan
13
USA
13
United States
13
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
9
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
3
Collection of articles of several authors
3
Graue Literatur
3
Non-commercial literature
3
Sammelwerk
3
Working Paper
3
Conference proceedings
2
Konferenzschrift
2
more ...
less ...
Language
All
English
17
Author
All
Subrahmanyam, Marti G.
17
Pelizzon, Loriana
4
Uno, Jun
4
Loubergé, Henri
3
Stapleton, Richard C.
3
Eom, Young Ho
2
Gupta, Anurag
2
Tobe, Reiko
2
Brenner, Menachem
1
Eisl, Alexander
1
Ho, Teng-suan
1
Jankowitsch, Rainer
1
Jappelli, Ruggero
1
Jappelli, Ruggiero
1
Peterson, Sandra
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
2
SAFE working paper
2
The Geneva papers on risk and insurance theory
2
The journal of fixed income
2
IMES discussion paper series / Englische Ausgabe
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Review of derivatives research
1
Special issue on insurance and financial risk management
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
Saved in:
2
The risk of a currency swap : a multivariate-binomial methodology
Ho, Teng-suan
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 9-27
Persistent link: https://www.econbiz.de/10001244085
Saved in:
3
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Saved in:
4
The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Subrahmanyam, Marti G.
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001334894
Saved in:
5
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
6
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
7
Coupon effects and the pricing of Japanese government bonds : an empirical analysis
Eom, Young Ho
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 69-86
Persistent link: https://www.econbiz.de/10001252726
Saved in:
8
Special issue on insurance and financial risk management
Loubergé, Henri
(
contributor
); …
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 5-141
Persistent link: https://www.econbiz.de/10001210083
Saved in:
9
Financial risk and derivatives : a special issue of the Geneva papers on risk and insurance theory
Loubergé, Henri
(
contributor
); …
-
1996
-
2. print
Persistent link: https://www.econbiz.de/10000960176
Saved in:
10
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
