//--> //--> //--> //-->
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
~institution:"Banco Central de Costa Rica"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)"
~subject:"Monte-Carlo-Simulation"
~subject:"Yield curve"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Yield curve
Zinsstruktur
16
Theorie
12
Theory
12
Markov chain
3
Markov-Kette
3
Credit risk
2
Finanzmathematik
2
Interest rate derivative
2
Kapitalwertmethode
2
Kreditrisiko
2
Marktzinsmodell
2
Monte Carlo simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Statistical test
2
Statistischer Test
2
Zinsderivat
2
Zinsstrukturkurve
2
1993-2002
1
Arbitrage
1
CAPM
1
Cointegration
1
Corporate bond
1
Costa Rica
1
Credit derivative
1
Credit rating
1
Currency derivative
1
Denmark
1
Dänemark
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Financial economics
1
Financial market regulation
1
Finanzmarktregulierung
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
15
Working Paper
15
Hochschulschrift
1
Thesis
1
Language
All
English
16
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Shin Jensen, Malene
2
Daniels, Kenneth N.
1
Eiffinger, Sylvester
1
Schaling, Eric
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Tesfaselassie, Mewael F.
1
Tzotchev, Dobromir
1
Van Landschoot, Astrid
1
Zúñiga F., Norberto
1
more ...
less ...
Institution
All
Banco Central de Costa Rica
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
National Bureau of Economic Research
272
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
8
International Monetary Fund
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
OECD
3
Reserve Bank of New Zealand
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion paper / Center for Economic Research, Tilburg University
2
Serie "Comentarios sobre asuntos económicos"
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heterogeneous information about the term structure of interest rates, least-squares learning and optimal interest rate rules for inflation forecast targeting
Schaling, Eric
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943063
Saved in:
2
The term structure of credit spreads on euro corporate bonds
Van Landschoot, Astrid
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773829
Saved in:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
7
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
8
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->