//--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"Öffentliche Anleihe"
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:"Zinstermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Theorie
Öffentliche Anleihe
Interest rate derivative
16
Zinsderivat
16
Option pricing theory
9
Optionspreistheorie
9
Yield curve
9
Zinsstruktur
9
Derivat
7
Derivative
7
Stochastic process
6
Stochastischer Prozess
6
Theory
6
Swap
5
Interest rate
4
Zins
4
Volatility
3
Volatilität
3
Euromarkets
2
Euromarkt
2
Interest rate derivatives
2
interest rate derivatives
2
Australia
1
Australien
1
Bermudan Swaptions
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bundling strategy
1
Cheyette
1
Computer network
1
Computernetz
1
Credit risk
1
Currency derivative
1
Development theory
1
Entwicklungstheorie
1
Estimation
1
Eurodollar futures
1
HJM models
1
Hybrid models
1
Interest rate models
1
Japan
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bhar, Ramaprasad
1
Chiarella, Carl
1
Hoencamp, J. H.
1
Kandhai, B. D.
1
Kawai, Atsushi
1
Kort, J. P. de
1
Rebonato, Riccardo
1
Rutkowski, Marek
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of futures markets
78
Advances in futures and options research : a research annual
26
Journal of banking & finance
17
The journal of fixed income
17
International journal of theoretical and applied finance
16
Finance and stochastics
13
Review of futures markets
12
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
International review of financial analysis
8
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Report / Erasmus Center for Financial Research, Erasmus University
7
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial economics
6
Selected writings on futures markets : explorations in financial futures markets
6
The journal of finance : the journal of the American Finance Association
6
Discussion paper / B
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
NBER working paper series
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
SFB 649 discussion paper
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
BIS working papers
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Journal of business economics : JBE
4
Journal of international financial markets, institutions & money
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
SpringerLink / Bücher
4
The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
A new approximate swaption formula in the LIBOR market model : an asymptotic expansion approach
Kawai, Atsushi
- In:
Applied mathematical finance
10
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001756869
Saved in:
3
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
4
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
5
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
Saved in:
6
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->