//--> //--> //-->
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:"SFB 649 discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~person:"Backwell, Alex"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Stochastic process
Stochastischer Prozess
2
Yield curve
2
Zinsstruktur
2
Benchmark reform
1
Economic transition
1
Geldmarkt
1
Hedging
1
Interest rate
1
Interest rate derivative
1
Interest-rate volatility
1
Libor transition
1
Market incompleteness
1
Money market
1
Option pricing theory
1
Optionspreistheorie
1
Systemtransformation
1
Term structure models
1
Theorie
1
Theory
1
Unspanned stochastic volatility
1
Volatility
1
Volatility risk
1
Volatilität
1
Zins
1
Zinsderivat
1
interest-rate jumps
1
interest-rate options
1
short-rate modelling
1
stochastic discontinuities
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Backwell, Alex
Reiß, Markus
10
Härdle, Wolfgang
8
McAleer, Michael
7
Belomestny, Denis
6
Asai, Manabu
5
Bibinger, Markus
4
Branger, Nicole
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Meyer-Gohde, Alexander
4
Yu, Jun
4
Bordignon, Silvano
3
Horst, Ulrich
3
Kappus, Johanna
3
Leippold, Markus
3
Maasoumi, Esfandiar
3
Post, Thomas
3
Söhl, Jakob
3
Alexander, Carol
2
Amsler, Christine Elaine
2
Baldeaux, Jan
2
Chan, Joshua
2
Dagum, Estela Bee
2
Feng, Guohua
2
Fernandes, Marcelo
2
Gouriéroux, Christian
2
Hanewald, Katja
2
Jirak, Moritz
2
Kaeck, Andreas
2
Kirby, Chris
2
Koopman, Siem Jan
2
Kupper, Michael
2
Lan, Hong
2
Li, Dong
2
Liesenfeld, Roman
2
López Cabrera, Brenda
2
Meyer, Renate
2
Muck, Matthias
2
Neuhoff, Daniel
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Econometric reviews
Journal of banking & finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->