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subject:"Optionspreistheorie"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bond"
~subject:"Capital income"
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Optionspreistheorie
Bond
Capital income
Yield curve
14
Zinsstruktur
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Finance
8
Theorie
7
Theory
7
Option pricing theory
4
Portfolio selection
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Interest rate derivative
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8
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Fanelli, Viviana
2
Contessi, Silvio
1
De Pace, Pierangelo
1
Guha, Rajiv
1
Guidolin, Massimo
1
Li, Haitao
1
McGee, Richard J.
1
McGroarty, Frank
1
Recchioni, Maria Cristina
1
Renne, Jean-Paul
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Sbuelz, Alessandro
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Tarelli, Andrea
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Tedeschi, Gabriele
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European journal of operational research : EJOR
Finance research letters
33
Journal of banking & finance
27
Journal of financial economics
18
Quantitative finance
18
International journal of theoretical and applied finance
16
International review of economics & finance : IREF
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
International journal of financial engineering
15
Journal of international money and finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of empirical finance
12
Emerging markets, finance and trade : EMFT
10
Economic modelling
9
Applied mathematical finance
8
International journal of bonds and derivatives
8
International review of financial analysis
8
Journal of economic dynamics & control
8
Review of derivatives research
8
International journal of finance & economics : IJFE
7
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The European journal of finance
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The journal of computational finance
7
The review of financial studies
7
Applied economics
6
Applied economics letters
6
Economics letters
6
Financial markets and portfolio management
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
Review of finance : journal of the European Finance Association
6
The quarterly journal of finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Finance and stochastics
5
Insurance / Mathematics & economics
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Journal of financial markets
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ECONIS (ZBW)
8
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1
Structural recovery of face value at default
Guha, Rajiv
;
Sbuelz, Alessandro
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
Saved in:
2
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
3
Mildly explosive dynamics in U.S. fixed income markets
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 712-724
Persistent link: https://www.econbiz.de/10012293943
Saved in:
4
The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
Saved in:
5
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
6
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
7
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
8
A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
Saved in:
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