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~subject:"Zinsstruktur"
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Subject
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Zinsstruktur
Theorie
182
Theory
182
Portfolio selection
115
Portfolio-Management
115
Stochastischer Prozess
69
Stochastic process
67
growth optimal portfolio
61
Hedging
49
Option pricing theory
48
Optionspreistheorie
48
Martingal
41
Martingale
41
Volatility
40
Volatilität
39
Benchmarking
37
CAPM
36
benchmark approach
33
Derivat
30
Derivative
30
Börsenkurs
29
Share price
29
Yield curve
29
stochastic volatility
27
Aktienindex
23
Bewertung
23
Evaluation
23
Stock index
23
Arbitrage Pricing
22
Arbitrage pricing
22
fair pricing
21
minimal market model
21
Analysis
18
Financial economics
18
Kapitalmarkttheorie
18
Mathematical analysis
18
Financial market
17
Finanzmarkt
17
Welt
17
World
17
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Online availability
All
Free
13
Undetermined
3
Type of publication
All
Article
15
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
29
Author
All
Platen, Eckhard
22
Fergusson, Kevin
5
Nikitopoulos, Christina Sklibosios
4
Schweizer, Martin
4
Baldeaux, Jan
2
Bruti-Liberati, Nicola
2
Heath, David C.
2
Jarrow, Robert A.
2
Miller, Shane
2
Morton, Andrew J.
2
Reiß, Oliver
2
Schoenmakers, John
2
Sklibosios Nikitopoulos, Christina
2
Tappe, Stefan
2
Baldeaux, Jan F.
1
Ballestra, Luca Vincenzo
1
Döberlein, Frank
1
Fung, Man Chung
1
Fung, Simon Man Chung
1
Goldman, D.
1
Heath, D.
1
Heath, David
1
Ignatieva, Ekaterina
1
Ignatieva, Katja
1
Kardaras, Constantinos
1
Kentwell, Glenn
1
Ku, Hyejin
1
Pacelli, Graziella
1
Radi, Davide
1
Schlögl, Erik
1
Stricker, Christophe
1
Wissel, Johannes
1
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Institution
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Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Annals of financial economics
2
Asia-Pacific financial markets
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of economic research
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number
1
Research Paper Number 305, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
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ECONIS (ZBW)
29
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1
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29
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1
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
Saved in:
2
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
3
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
Saved in:
4
Endogenous interest rate dynamics in asset markets
Reiß, Oliver
(
contributor
);
Schoenmakers, John
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
Saved in:
5
Implied savings accounts are unique
Döberlein, Frank
;
Schweizer, Martin
;
Stricker, Christophe
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
Saved in:
6
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
Saved in:
7
Term structures of implied volatilites : absence of arbitrage and existence results
Schweizer, Martin
;
Wissel, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10003643469
Saved in:
8
An alternative interest rate term structure model
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 717-736
Persistent link: https://www.econbiz.de/10003133849
Saved in:
9
An alternative interest rate term structure model
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250865
Saved in:
10
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
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