//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"BGM model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
Risk premium
25
Government securities
21
Public bond
21
Staatspapier
21
Öffentliche Anleihe
21
CAPM
20
Anleihe
19
Bond
19
Credit risk
18
Interest rate
18
Kreditrisiko
18
Zins
18
Option pricing theory
17
Optionspreistheorie
17
Interest rate derivative
16
Zinsderivat
16
Capital income
14
Corporate bond
14
Kapitaleinkommen
14
Unternehmensanleihe
14
Estimation theory
13
Schätztheorie
13
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Volatility
11
Volatilität
11
Hypothek
10
Mortgage
10
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Bieri, David S.
1
Chincarni, Ludwig B.
1
Fabozzi, Frank J.
1
Gonçalves, Franklin de O.
1
Goodman, Laurie Sharon
1
Heidari, Massoud
1
Ho, Jeffrey
1
Issler, João Victor
1
Kerkhof, Franciscus Lambertus Johannes
1
Kon, Stanley Jay
1
Longstaff, Francis A.
1
Polek, Christine Y.
1
Russo, Vincenzo
1
Schmid, Bernd
1
Schwartz, Eduardo S.
1
Wu, Liuren
1
Zagst, Rudi
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
9
The journal of futures markets
9
Quantitative finance
8
The journal of computational finance
8
Journal of financial and quantitative analysis : JFQA
6
International review of financial analysis
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Lecture notes in economics and mathematical systems : LNEMS
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
SpringerLink / Bücher
4
Working paper
4
Annual review of financial economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of real estate finance and economics
3
Williams College Economics Department working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
3
Riding the yield curve : a variety of strategies
Bieri, David S.
;
Chincarni, Ludwig B.
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 6-35
Persistent link: https://www.econbiz.de/10003229842
Saved in:
4
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
Saved in:
5
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:
6
A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
7
Time-varying empirical duration and slope effects for mortgage-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
8
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
9
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->