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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Springer finance"
~person:"Bielecki, Tomasz R."
~person:"Gouriéroux, Christian"
~subject:"Theory"
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Theorie
4
Yield curve
4
Zinsstruktur
4
Credit risk
2
Kreditrisiko
2
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Credit rating
1
Financial economics
1
Financial management theory
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Finanzierungstheorie
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Interest rate
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Kapitalmarkttheorie
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Kreditgeschäft
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Option pricing theory
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Optionspreistheorie
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Bielecki, Tomasz R.
Gouriéroux, Christian
Filipović, Damir
5
Rutkowski, Marek
4
Eberlein, Ernst
3
Björk, Tomas
2
Brace, Alan
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
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Scaillet, Olivier
2
Teichmann, Josef
2
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2
Aihara, Shin Ichi
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Akahori, Jirô
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Arakelyan, Armen
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
Springer finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Discussion paper
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Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
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Journal of empirical finance
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1
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
3
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
4
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
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