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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
240
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238
Optionspreistheorie
162
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160
Stochastischer Prozess
95
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94
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Madan, Dilip B.
10
Carr, Peter
6
Wu, Liuren
4
Wang, King
3
El Karoui, Nicole
2
Frachot, Antoine
2
Geman, Hélyette
2
Unal, Haluk
2
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1
Edmister, Robert O.
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1
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1
Hirsa, Ali
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1
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International journal of theoretical and applied finance
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1
Baruch College Zicklin School of Business Research Paper
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Finance and stochastics
1
Finance research letters
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Financial Institutions Center
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ECONIS (ZBW)
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Informational content in interest rate term structures
Edmister, Robert O.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
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2
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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3
A two-factor hazard-rate-model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
-
1999
Persistent link: https://www.econbiz.de/10001427315
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4
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
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5
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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6
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
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7
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
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8
Short option maturity term structures of skewness and excess kurtosis
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
31
(
2024
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10015194418
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9
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
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10
Optimal rates from eigenvalues
Carr, Peter
;
Worah, Pratik
- In:
Finance research letters
16
(
2016
),
pp. 230-238
Persistent link: https://www.econbiz.de/10011656191
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