//--> //--> //-->
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:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Schwartz, Eduardo S."
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
USA
Unternehmensanleihe
Yield curve
Zinsstruktur
Option pricing theory
5
Optionspreistheorie
5
Theorie
3
Theory
3
Anleihe
2
Bond
2
Derivat
2
Derivative
2
United States
2
1964-1989
1
1977-1992
1
Allgemeines Gleichgewicht
1
Betriebliche Liquidität
1
Corporate bond
1
Corporate liquidity
1
Credit derivative
1
Credit risk
1
Forecasting model
1
Geldpolitik
1
General equilibrium
1
Insolvency
1
Insolvenz
1
Interest rate
1
Kreditderivat
1
Kreditrisiko
1
Monetary policy
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Stochastischer Prozess
1
Swap
1
Time series analysis
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Fabozzi, Frank J.
Schwartz, Eduardo S.
Chiarella, Carl
11
Mönch, Emanuel
11
Crump, Richard K.
8
Durham, J. Benson
8
Platen, Eckhard
7
Schlögl, Erik
7
Eusepi, Stefano
6
Longstaff, Francis A.
6
Nikitopoulos, Christina Sklibosios
6
Bai, Jennie
5
Boyarchenko, Nina
5
Kamin, Steven
5
Prisman, Eliezer Zeev
5
Skeie, David
5
Adrian, Tobias
4
Chernov, Mikhail
4
Goldstein, Robert S.
4
Halberstadt, Arne
4
Ho, Thomas S. Y.
4
Lucca, David O.
4
Matsumura, Marco Shinobu
4
Moreira, Ajax
4
Ammer, John
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Eisenbach, Thomas M.
3
Filipović, Damir
3
Garbade, Kenneth D.
3
Heinemann, Friedrich
3
Ilmanen, Antti
3
Koijen, Ralph S. J.
3
Remolona, Eli M.
3
Rocha, Katia
3
Russo, Vincenzo
3
Schmalz, Martin C.
3
Subrahmanyam, Marti G.
3
Vickery, James
3
Winkelmann, Lars
3
more ...
less ...
Published in...
All
Discussion paper
International finance discussion papers
Journal of financial economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
The journal of fixed income
The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Interest rate, term structure, and valuation modeling
2
Journal of financial and quantitative analysis : JFQA
2
NBER Working Paper
2
NBER working paper series
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
Publications from Department of Management
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The Frank J. Fabozzi series
1
The energy journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
The theory and practice of investment management
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
3
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
4
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
5
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
Saved in:
6
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
7
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
8
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
9
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
10
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->