//--> //--> //-->
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
~accessRights:"restricted"
~person:"Fanelli, Viviana"
~subject:"Kreditrisiko"
~subject:"Zinspolitik"
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:"Zins"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Zinspolitik
Credit risk
2
Interest rate derivative
2
Option pricing theory
2
Optionspreistheorie
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Arbitrage-free models
1
Basis swaps
1
Credit crisis
1
Credit rationing
1
Derivat
1
Derivative
1
Finance
1
Financial crisis
1
Finanzkrise
1
HJM model
1
Kreditrationierung
1
Libor
1
Libor models
1
Multi-curve term structure modelling
1
Risikoprämie
1
Risk premium
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Term structure
1
Volatility
1
Volatility modelling
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fanelli, Viviana
Ongena, Steven
5
Schmitt-Grohé, Stephanie
4
Uribe, Martín
4
Belke, Ansgar
3
Bennani, Hamza
3
Delēs, Manthos D.
3
Divino, José Angelo
3
Honkapohja, Seppo
3
Liu, Kerry
3
Peydró, José-Luis
3
Robertson, Mari L.
3
Santos, João A. C.
3
Smithin, John N.
3
Akram, Tanweer
2
Basten, Christoph
2
Borges, Maria Rosa
2
Boubaker, Sabri
2
Candido, Osvaldo
2
Chernov, Mikhail
2
Chiang, Shu Ling
2
Christou, Christina
2
Datta, Soumya
2
De Fiore, Fiorella
2
De Groot, Oliver
2
Feroli, Michael
2
Fischer, Andreas M.
2
Gantenbein, Pascal
2
Gao, Janet
2
Gounopoulos, Dimitrios
2
Gregor, Jiří
2
Gros, Daniel
2
Gubareva, Mariya
2
Gupta, Rangan
2
Göcke, Matthias
2
Haas, Alexander
2
Haraguchi, Carlos Alberto Takashi
2
Hasan, Iftekhar
2
Ida, Daisuke
2
Ivanov, Ivan T.
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->