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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Theorie"
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Search: subject_exact:"Zinsstruktur"
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Derivat
Theorie
Yield curve
138
Zinsstruktur
138
Theory
67
Option pricing theory
43
Optionspreistheorie
43
Interest rate derivative
27
Zinsderivat
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1
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1
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1
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1
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1
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1
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1
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Finance : revue de l'Association Française de Finance
International journal of theoretical and applied finance
NBER working paper series
103
Working paper / National Bureau of Economic Research, Inc.
96
Journal of banking & finance
88
NBER Working Paper
86
The journal of fixed income
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Journal of financial economics
58
Working paper
47
Discussion paper / Centre for Economic Policy Research
45
The review of financial studies
42
The journal of finance : the journal of the American Finance Association
41
Economics letters
40
Journal of economic dynamics & control
40
Finance and stochastics
39
Journal of money, credit and banking : JMCB
39
Finance and economics discussion series
34
Journal of empirical finance
33
Applied mathematical finance
32
Journal of financial and quantitative analysis : JFQA
32
Working paper series / European Central Bank
31
Journal of international money and finance
30
ECB Working Paper
28
Journal of monetary economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Finance research letters
25
Journal of econometrics
25
Discussion papers / CEPR
24
Working papers series / Federal Reserve Bank of San Francisco
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Review of derivatives research
23
Staff reports / Federal Reserve Bank of New York
23
The European journal of finance
23
Discussion paper
22
International review of economics & finance : IREF
22
International review of financial analysis
22
The journal of futures markets
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CESifo working papers
19
SpringerLink / Bücher
19
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ECONIS (ZBW)
83
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1
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
2
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
3
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
4
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
5
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
6
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
7
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
8
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
9
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
10
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
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