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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
273
Theory
269
Volatility
71
Volatilität
69
Stochastischer Prozess
66
Stochastic process
62
Option pricing theory
59
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59
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45
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45
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43
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43
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43
Agent-based modeling
37
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37
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36
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35
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35
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35
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35
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32
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30
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30
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30
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30
Estimation
29
Schätzung
28
Konjunkturtheorie
27
Phillips curve
25
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25
Business cycle theory
24
Dynamische Wirtschaftstheorie
24
Economic dynamics
24
Erwartungsbildung
24
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19
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15
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English
42
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Chiarella, Carl
42
Bhar, Ramaprasad
8
Nikitopoulos, Christina Sklibosios
8
Chege Maina, Samuel
5
Kwon, Oh Kang
5
Hsiao, Chih-ying
4
Tô, Thuy-duong
4
Fanelli, Viviana
3
Hassan, Nadima el
3
Musti, Silvana
3
Grasselli, Martino
2
Kang, Boda
2
Schlögl, Erik
2
Beyna, Ingo
1
Da Fonseca, José
1
De Fonseca, José
1
Flaschel, Peter
1
Franke, Reiner
1
He, Xue-zhong
1
Hung, Hing
1
Ingo, Beyna
1
Ming Xi Huang
1
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1
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1
Runggaldier, Wolfgang J.
1
Semmler, Willi
1
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1
To, Thuy-duong
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
1
The journal of futures markets
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
42
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1
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
2
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
3
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
4
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
5
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
6
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
7
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
8
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
9
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
10
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
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