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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Swap"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject:"Termingeschäft"
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Estimation
Swap
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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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Brigo, Damiano
6
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4
Bielecki, Tomasz R.
3
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3
Aurell, Erik
2
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2
Cialenco, Igor
2
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2
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2
Gapeev, Pavel V.
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Turvey, Calum Greig
2
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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
Capponi, Agostino
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chekhlov, Alexei
1
Chen, Li
1
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
159
Journal of banking & finance
79
Energy economics
36
Journal of financial and quantitative analysis : JFQA
36
The journal of finance : the journal of the American Finance Association
36
Journal of financial economics
35
Advances in futures and options research : a research annual
34
International review of financial analysis
33
Applied mathematical finance
31
Finance and stochastics
31
NBER working paper series
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
The review of financial studies
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The journal of fixed income
28
Applied financial economics
27
Economics letters
27
International review of economics & finance : IREF
27
NBER Working Paper
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Review of derivatives research
27
SpringerLink / Bücher
25
The European journal of finance
25
Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
22
European journal of operational research : EJOR
21
Journal of economic dynamics & control
21
The journal of credit risk : published quarterly by Incisive Media
20
The journal of computational finance
19
Gabler Edition Wissenschaft
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Quantitative finance
18
Finance and economics discussion series
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Insurance / Mathematics & economics
16
Working paper
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Applied economics letters
14
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
Finance : revue de l'Association Française de Finance
14
Journal of empirical finance
14
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ECONIS (ZBW)
99
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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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