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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
79
Theory
79
Portfolio selection
57
Portfolio-Management
57
Option pricing theory
31
Optionspreistheorie
31
Stochastic process
27
Stochastischer Prozess
27
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27
Volatilität
27
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26
Derivat
25
Derivative
25
Electric power industry
24
Elektrizitätswirtschaft
24
Risk management
24
Credit risk
22
Kreditrisiko
22
Risiko
19
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19
Electricity price
17
Strompreis
17
Risikomaß
15
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15
Electricity
11
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11
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11
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11
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11
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10
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10
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10
Germany
10
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10
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10
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10
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10
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10
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10
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7
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English
14
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Zagst, Rudi
8
Kiesel, Rüdiger
6
Bingham, Nicholas H.
5
Escobar, Marcos
2
Neykova, Daniela
2
Antes, S.
1
Bienek, Tobias
1
Borchert, Lea
1
Deelstra, Griselda
1
Gopalan, Gita
1
Heger, Julia
1
Ilg, M.
1
Lichtenstern, Andreas
1
Lutz, Matthias
1
Min, Aleksey
1
Schmid, Beat
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Schmid, Bernd
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Annals of finance
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1
International journal of theoretical and applied finance
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International review of financial analysis
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ECONIS (ZBW)
11
USB Cologne (EcoSocSci)
3
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1
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.
;
Kiesel, Rüdiger
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001713043
Saved in:
2
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
3
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.
;
Kiesel, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10008729669
Saved in:
4
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
5
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
6
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
Saved in:
7
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
8
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
9
A multi-curve HJM factor model for pricing and risk management
Bienek, Tobias
;
Deelstra, Griselda
;
Lichtenstern, Andreas
; …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1659-1675
Persistent link: https://www.econbiz.de/10014419185
Saved in:
10
Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia
;
Min, Aleksey
;
Zagst, Rudi
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
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