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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"International journal of theoretical and applied finance"
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Yield curve
138
Zinsstruktur
138
Theorie
67
Theory
67
Option pricing theory
43
Optionspreistheorie
43
Interest rate derivative
27
Zinsderivat
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Rebonato, Riccardo
5
Almeida, Caio
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Artus, Patrick
3
Biagini, Francesca
3
Gnoatto, Alessandro
3
La Bruslerie, Hubert de
3
Schmidt, Thorsten
3
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2
Bermin, Hans-Peter
2
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2
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Härtel, Maximilian
2
Macrina, Andrea
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Matacz, Andrew
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Nikitopoulos, Christina Sklibosios
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Nishihara, Michi
2
Ramponi, Alessandro
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Roger, Patrick
2
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2
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Shibata, Takashi
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Yasuoka, Takashi
2
Abad, Pilar
1
Aihara, Shin Ichi
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
268
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
133
Journal of international money and finance
119
Journal of financial economics
116
Working paper series / European Central Bank
112
Finance and economics discussion series
107
IMF working papers
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102
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73
Journal of monetary economics
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72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
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Applied economics letters
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Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
CESifo working papers
58
Journal of international financial markets, institutions & money
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
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Finance and stochastics
51
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ECONIS (ZBW)
138
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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
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
3
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:
4
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:
5
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
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6
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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7
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:
8
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
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9
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
Saved in:
10
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
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