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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Yield curve"
~subject:"Zinsderivat"
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Yield curve
Zinsderivat
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Zinsstruktur
49
Interest rate derivative
40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
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25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
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18
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18
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68
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Chen, Son-nan
5
Wu, Ting-pin
5
Björk, Tomas
2
Brigo, Damiano
2
Fabozzi, Frank J.
2
Filipović, Damir
2
Pelsser, Antoon André Jean
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Arvanitis, Angelo
1
Barski, Michał
1
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1
Ben-Ameur, Hatem
1
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1
Benth, Fred Espen
1
Bjerregaard Pedersen, Morten
1
Boumezoued, Alexandre
1
Budhi Arta Surya
1
Chang, Chuang-Chang
1
Chang, Jui-jane
1
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Chiang, Mi-Hsiu
1
Chiarella, Carl
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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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
154
International journal of theoretical and applied finance
62
Journal of banking & finance
56
The journal of fixed income
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
The journal of computational finance
33
Applied mathematical finance
32
Advances in futures and options research : a research annual
29
Review of derivatives research
28
The review of financial studies
25
International review of financial analysis
22
Journal of financial economics
22
Journal of international financial markets, institutions & money
22
Quantitative finance
21
The journal of finance : the journal of the American Finance Association
21
The European journal of finance
20
Journal of financial and quantitative analysis : JFQA
19
Review of futures markets
18
Applied financial economics
15
Finance research letters
15
International review of economics & finance : IREF
15
Journal of empirical finance
15
Research paper series / Swiss Finance Institute
15
Working paper
15
Working paper / National Bureau of Economic Research, Inc.
15
Asia-Pacific financial markets
14
International journal of financial engineering
14
Journal of international money and finance
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Risks : open access journal
14
Discussion paper / B
12
Europäische Hochschulschriften / 5
12
NBER working paper series
12
Selected writings on futures markets : explorations in financial futures markets
12
Economics letters
11
Finance and economics discussion series
11
Interest rate modelling after the financial crisis
11
Journal of economic dynamics & control
11
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ECONIS (ZBW)
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
3
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
4
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
5
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
6
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
7
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
8
Another look at the Ho-Lee bond
option
pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
9
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
10
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
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