//--> //--> //-->
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
source:"econis"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Interest rate derivative"
~subject:"Kreditwürdigkeit"
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:"Fristigkeitsstruktur der Zinssätze"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Kreditwürdigkeit
Yield curve
13
Zinsstruktur
13
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Statistical test
2
Statistischer Test
2
Zinsderivat
2
1993-2002
1
Arbitrage
1
CAPM
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
Dänemark
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Financial economics
1
Kapitalmarkttheorie
1
Kointegration
1
Kreditderivat
1
Kreditrisiko
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Rendite
1
Schätztheorie
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Shin Jensen, Malene
2
Daniels, Kenneth N.
1
Mikkelsen, Peter
1
Svenstrup, Mikkel
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
International Center for Financial Asset Management and Engineering
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Chicago / Center for Research in Security Prices
1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
World Bank
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->