//--> //--> //-->
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:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~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: Zins
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Interest rate derivative
155
Zinsderivat
155
USA
138
United States
127
Zins
93
Interest rate
68
Theorie
65
Theory
65
Public bond
59
Öffentliche Anleihe
59
Hedging
39
Yield curve
33
Zinsstruktur
33
CAPM
25
Geldwertbewegung und Zins
24
Volatility
24
Volatilität
24
Government securities
18
Staatspapier
18
Derivat
15
Derivative
15
Currency derivative
14
Estimation
14
Option pricing theory
14
Optionspreistheorie
14
Schätzung
14
Währungsderivat
14
Arbitrage
13
Großbritannien
12
United Kingdom
11
Inflation
10
Stochastischer Prozess
10
Vereinigte Staaten
10
Capital income
8
Commodity exchange
8
Deposit banking
8
Einlagengeschäft
8
Forecast
8
Hypothek
8
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bali, Turan G.
2
Collin-Dufresne, Pierre
2
Goldstein, Robert S.
2
Ahn, Chang-mo
1
Bakshi, Gurdip S.
1
Ball, Clifford A.
1
Brace, Alan
1
Cao, Charles Q.
1
Chen, Zhiwu
1
Cho, D. C.
1
Gellert, Karol
1
Kim, Jeong-Hoon
1
Leung, Kwai S.
1
Ng, Hon Y.
1
Park, Keehwan
1
Schlögl, Erik
1
Torous, Walter N.
1
Wong, Hoi Ying
1
Yoon, Ji-Hun
1
Yu, Seok-Hyon
1
more ...
less ...
Published in...
All
The journal of futures markets
The journal of finance : the journal of the American Finance Association
Insurance / Mathematics & economics
24
International journal of theoretical and applied finance
17
The journal of computational finance
10
Applied mathematical finance
9
Finance and stochastics
9
Journal of mathematical finance
8
Economic modelling
7
European journal of operational research : EJOR
7
Risks : open access journal
7
HWWA discussion paper
6
International journal of financial engineering
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
NBER Working Paper
6
Journal of economic dynamics & control
5
NBER working paper series
5
Quantitative finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
SSE EFI working paper series in economics and finance
5
The review of financial studies
5
Computational economics
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of banking & finance
4
Journal of risk and financial management : JRFM
4
Review of derivatives research
4
Working paper series / Centre for Practical Quantitative Finance
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Annals of finance
3
Asia-Pacific financial markets
3
CESifo working papers
3
Interest rate modelling after the financial crisis
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Journal of money, credit and banking : JMCB
3
Review of quantitative finance and accounting
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Multiscale stochastic volatility with the Hull-White rate of interest
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Yu, Seok-Hyon
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 819-837
Persistent link: https://www.econbiz.de/10010507934
Saved in:
3
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo
;
Cho, D. C.
;
Park, Keehwan
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 669-695
Persistent link: https://www.econbiz.de/10003493149
Saved in:
4
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
5
Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
Saved in:
6
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
7
The stochastic volatility of short-term interest rates : some international evidence
Ball, Clifford A.
;
Torous, Walter N.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2339-2359
Persistent link: https://www.econbiz.de/10001496844
Saved in:
8
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
9
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
10
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->