//--> //--> //-->
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
subject:"Yield curve"
~person:"Ritchken, Peter H."
~source:"econis"
~subject:"Anleihe"
~subject:"Bond"
~subject:"Deutschland"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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:"Interest rate futures"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Anleihe
Bond
Deutschland
Zinsderivat
Interest rate derivative
7
Theorie
5
Theory
5
Option pricing theory
4
Optionspreistheorie
4
Volatility
3
Volatilität
3
CAPM
2
USA
2
United States
2
Zinsstruktur
2
1998-2000
1
Black-Scholes model
1
Black-Scholes-Modell
1
Jump diffusion model
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
7
Language
All
English
7
Author
All
Ritchken, Peter H.
Bhar, Ramaprasad
9
Chiarella, Carl
9
Ito, Takayasu
9
Chen, Ren-Raw
8
Rebonato, Riccardo
8
Chen, Son-nan
7
Fang, Victor
7
Gay, Gerald D.
7
Malhotra, Davinder Kumar
7
Subrahmanyam, Marti G.
7
Hegde, Shantaram P.
6
Hull, John
6
Jamshidian, Farshid
6
White, Alan
6
Wu, Ting-pin
6
Ap Gwilym, Owain
5
Arak, Marcelle V.
5
Bhargava, Vivek
5
Chance, Don M.
5
Eberlein, Ernst
5
Gupta, Anurag
5
Jarrow, Robert A.
5
Kolb, Robert W.
5
Li, Haitao
5
Poskitt, Russell
5
Ronn, Ehud I.
5
Tse, Yiuman
5
Akram, Tanweer
4
Azad, A. S. M. Sohel
4
Batten, Jonathan A.
4
Bhattacharya, Anand K.
4
Brooks, Robert
4
Das, Sanjiv R.
4
Frino, Alex
4
Hein, Scott E.
4
Kawaller, Ira G.
4
Koch, Timothy W.
4
Kuprianov, Anatoli
4
Lin, Shih-kuei
4
more ...
less ...
Published in...
All
Review of derivatives research
2
The journal of finance : the journal of the American Finance Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
2
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
3
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Saved in:
4
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
5
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
6
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
7
Averaging and deferred payment yield agreements
Ritchken, Peter H.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->