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subject:"Optionspreistheorie"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Capital income"
~subject:"Theorie"
~type:"article"
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Optionspreistheorie
Capital income
Theorie
Yield curve
14
Zinsstruktur
14
Finance
8
Theory
7
Option pricing theory
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
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3
Bond
3
Credit risk
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Interest rate derivative
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Kreditrisiko
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Risikoprämie
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12
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English
12
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Fanelli, Viviana
2
Tarelli, Andrea
2
Blomvall, Jörgen
1
Cousin, Areski
1
Dekker, Rommert
1
Duijzer, Lotty Evertje
1
Guha, Rajiv
1
Jaarsveld, Willem van
1
Li, Duan
1
Li, Haitao
1
Li, Zhongfei
1
Lioui, Abraham
1
Maatouk, Hassan
1
McGee, Richard J.
1
McGroarty, Frank
1
Recchioni, Maria Cristina
1
Renne, Jean-Paul
1
Rullière, Didier
1
Sbuelz, Alessandro
1
Tedeschi, Gabriele
1
Yao, Haixiang
1
Ye, Xiaoxia
1
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1
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European journal of operational research : EJOR
Journal of banking & finance
40
Finance research letters
33
Journal of financial economics
29
International journal of theoretical and applied finance
25
International review of economics & finance : IREF
25
Journal of empirical finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Quantitative finance
21
International journal of financial engineering
19
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of international money and finance
15
Economics letters
14
International review of financial analysis
14
Economic modelling
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The European journal of finance
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Finance and stochastics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
The review of financial studies
10
Applied mathematical finance
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Journal of monetary economics
9
The quarterly journal of finance
9
Applied economics
8
Applied economics letters
8
Insurance / Mathematics & economics
8
International journal of bonds and derivatives
8
Journal of econometrics
8
Journal of financial and quantitative analysis : JFQA
8
Journal of forecasting
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Review of derivatives research
8
The journal of computational finance
8
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of macroeconomics
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ECONIS (ZBW)
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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
Macroeconomic environment, money demand and portfolio choice
Lioui, Abraham
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 357-374
Persistent link: https://www.econbiz.de/10011990075
Saved in:
4
The benefits of combining early aspecific vaccination with later specific vaccination
Duijzer, Lotty Evertje
;
Jaarsveld, Willem van
;
Dekker, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 606-619
Persistent link: https://www.econbiz.de/10011890305
Saved in:
5
Measurement of interest rates using a convex optimization model
Blomvall, Jörgen
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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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