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type_genre:"Bibliography included"
~subject:"Optionspreistheorie"
~type:"article"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
~type_genre:"Mikroform"
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Search: subject_exact:"Zinsdifferenz"
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Optionspreistheorie
Yield curve
411
Zinsstruktur
411
Theorie
152
Theory
152
USA
66
United States
66
Estimation
59
Schätzung
59
Geldpolitik
55
Monetary policy
55
Interest rate
41
Public bond
41
Zins
41
Öffentliche Anleihe
41
Deutschland
36
EU countries
36
EU-Staaten
36
Germany
36
Interest rate derivative
28
Zinsderivat
28
Estimation theory
25
Schätztheorie
25
Credit risk
23
Euro area
23
Eurozone
23
Kreditrisiko
23
Portfolio selection
23
Portfolio-Management
23
Risikoprämie
22
Risk premium
22
Anleihe
21
Bond
21
Option pricing theory
19
Capital income
18
Forecasting model
18
Kapitaleinkommen
18
Prognoseverfahren
18
Volatility
18
Volatilität
18
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Book / Working Paper
56
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Bibliography included
Aufsatz im Buch
Hochschulschrift
Mikroform
Article in journal
483
Aufsatz in Zeitschrift
483
Book section
18
Conference paper
9
Konferenzbeitrag
9
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Book review
1
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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1
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Language
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English
17
German
2
Author
All
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Grbac, Zorana
2
Amir-Atefi, Keyvan
1
Benth, Fred Espen
1
Bianchi, Stephen W.
1
Björk, Tomas
1
Buetow, Gerald W.
1
Bühler, Wolfgang
1
Büsing, Christine
1
Chen, Mark Ke
1
Choudhry, Moorad
1
D'Souza, Dylan
1
Di Persio, Luca
1
Dym, Steven I.
1
Frühwirth, Manfred
1
Glau, Kathrin
1
Gugole, Nicola
1
Hoek, John van der
1
Krief, David
1
Landén, Camilla
1
Mann, Steven V.
1
Mordecki, Ernesto
1
Papapantoleon, Antonis
1
Poon, Ser-Huang
1
Racheva-Jotova, Borjana
1
Rogers, Leonard C. G.
1
Siu, Tak Kuen
1
Sosa, Andrés
1
Sundaresan, Suresh M.
1
Sögner, Leopold
1
Tankov, Peter
1
Wets, Roger J.-B.
1
Yang, Liming
1
Yousaf, F. A.
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
New methods in fixed income modeling : fixed income modeling
2
Bewertung und Einsatz von Finanzderivaten
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Handbook of research methods and applications in empirical finance
1
Investment management and financial management
1
Risikomanagement
1
The handbook of fixed income securities
1
The journal of finance : the journal of the American Finance Association
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
19
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1
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
Saved in:
7
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
8
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
9
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
10
Bewertung der Zinsgarantie in der Lebensversicherung
Büsing, Christine
- In:
Risikomanagement
,
(pp. 1-36)
.
2005
Persistent link: https://www.econbiz.de/10003339283
Saved in:
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