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
Pricing of CDOs based on the m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
24
Theory
24
Option pricing theory
16
Optionspreistheorie
16
Portfolio selection
10
Option trading
8
Optionsgeschäft
8
Portfolio-Management
8
Markov chain
7
Volatility
7
Volatilität
7
Stochastischer Prozess
6
CAPM
5
Derivat
5
Derivative
5
Financial Engineering
5
Markov-Kette
5
Stochastic process
5
Chaos theory
4
Chaostheorie
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Credit risk
3
Credit spread
3
Financial engineering
3
Kreditrisiko
3
Monte-Carlo-Simulation
3
Pollution
3
Real options analysis
3
Realoptionsansatz
3
Regime switching
3
Share price
3
Structural model
3
Swap
3
Umweltbelastung
3
Wiener-Ito chaos expansion
3
Zinsstruktur
3
Aktienindex
2
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Kijima, Masaaki
3
Fujiwara, Hajime
1
Muromachi, Yukio
1
Nishide, Katsumasa
1
Published in...
All
Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
2
A Gaussian term structure model of credit spreads and valuation of credit spread options
Kijima, Masaaki
- In:
Kyoto University economic review : memoirs of the …
70
(
2001
)
1/2
,
pp. [13]-30
Persistent link: https://www.econbiz.de/10001681082
Saved in:
3
Estimation of the local volatility of discount bonds using market quotes for coupon-bond options
Fujiwara, Hajime
;
Kijima, Masaaki
;
Nishide, Katsumasa
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 49-69)
.
2009
Persistent link: https://www.econbiz.de/10003871160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
