//--> //--> //--> //-->
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"
~isPartOf:"Finance and stochastics"
~subject:"Derivative"
~subject:"Theorie"
~subject:"Yield curve"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Theorie
Yield curve
Zinsstruktur
51
Theory
38
Stochastic process
19
Stochastischer Prozess
19
Option pricing theory
18
Optionspreistheorie
18
Interest rate derivative
8
Zinsderivat
8
CAPM
6
Martingal
6
Martingale
6
Arbitrage Pricing
5
Arbitrage pricing
5
Volatility
5
Volatilität
5
Interest rate
4
Markov chain
4
Markov-Kette
4
Anleihe
3
Bond
3
Derivat
3
HJM model
3
Swap
3
Zins
3
Affine process
2
Bond market
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Rentenmarkt
2
Schätztheorie
2
Semimartingale
2
Zero-Bond
2
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
51
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Filipović, Damir
3
Fontana, Claudio
3
Eberlein, Ernst
2
Zabczyk, Jerzy
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Babbs, Simon H.
1
Barski, Michał
1
Benth, Fred Espen
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Brigo, Damiano
1
Buchardt, Kristian
1
Budhi Arta Surya
1
Buehler, Hans
1
Carmona, René
1
Chiarella, Carl
1
Choi, Jin Hyuk
1
Cuchiero, Christa
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Döberlein, Frank
1
Ekström, Erik
1
Elliott, Robert J.
1
Furrer, Christian
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Griffin, Philip S.
1
Göing-Jaeschke, Anja
1
Gümbel, Sandrine
1
Hansen, Asbjørn Trolle
1
Heath, David
1
Hoek, John van der
1
Hughston, Lane P.
1
Jacod, Jean
1
Jakubowski, Jacek
1
Jaschke, Stefan R.
1
Jiao, Ying
1
Keller-Ressel, Martin
1
more ...
less ...
Published in...
All
Finance and stochastics
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Finance research letters
97
Working paper
94
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
88
Economics letters
87
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
4
Term structure modelling for multiple curves with stochastic discontinuities
Fontana, Claudio
;
Grbac, Zorana
;
Gümbel, Sandrine
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 465-511
Persistent link: https://www.econbiz.de/10012253393
Saved in:
5
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
6
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
7
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
8
Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan
;
Linetsky, Vadim
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
Saved in:
9
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
10
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->