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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Theory
Yield curve
Derivat
189
Derivative
189
Option pricing theory
102
Optionspreistheorie
102
Theorie
72
Stochastic process
60
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60
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41
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41
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40
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40
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25
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Brigo, Damiano
6
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Aurell, Erik
2
Buescu, Cristin
2
Cialenco, Igor
2
Crépey, S.
2
D'Ippoliti, Fernanda
2
Gapeev, Pavel V.
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Turvey, Calum Greig
2
Albanese, Claudio
1
Andersen, Leif B. G.
1
Antonacci, Flavia
1
Assa, Hirbod
1
Avellaneda, Marco
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bregman, Julia
1
Capponi, Agostino
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chekhlov, Alexei
1
Chen, Li
1
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1
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
163
Journal of banking & finance
87
Advances in futures and options research : a research annual
39
The journal of finance : the journal of the American Finance Association
39
Journal of financial and quantitative analysis : JFQA
38
Energy economics
33
Journal of financial economics
33
NBER working paper series
33
Applied mathematical finance
31
Finance and stochastics
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
International review of financial analysis
29
Review of derivatives research
29
The European journal of finance
29
The review of financial studies
29
NBER Working Paper
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Applied financial economics
27
Economics letters
26
SpringerLink / Bücher
26
Journal of economic dynamics & control
23
The journal of fixed income
23
Finance research letters
22
International review of economics & finance : IREF
22
Working paper / National Bureau of Economic Research, Inc.
22
European journal of operational research : EJOR
21
The journal of computational finance
19
Gabler Edition Wissenschaft
18
The journal of credit risk : published quarterly by Incisive Media
18
Working paper
17
Discussion paper / B
16
Quantitative finance
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance and economics discussion series
15
Europäische Hochschulschriften / 5
14
Finance : revue de l'Association Française de Finance
14
Journal of mathematical finance
14
The journal of business : B
14
Annals of finance
13
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ECONIS (ZBW)
93
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1
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93
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
6
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
8
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
9
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
10
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
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