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Search: subject_exact:"Zinsstruktur"
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Yield curve
51
Zinsstruktur
51
Theorie
38
Theory
38
Stochastic process
19
Stochastischer Prozess
19
Option pricing theory
18
Optionspreistheorie
18
Interest rate derivative
8
Zinsderivat
8
CAPM
6
Martingal
6
Martingale
6
Arbitrage Pricing
5
Arbitrage pricing
5
Volatility
5
Volatilität
5
Interest rate
4
Markov chain
4
Markov-Kette
4
Anleihe
3
Bond
3
Derivat
3
Derivative
3
HJM model
3
Swap
3
Zins
3
Affine process
2
Bond market
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Rentenmarkt
2
Schätztheorie
2
Semimartingale
2
Zero-Bond
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Article
51
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Aufsatz in Zeitschrift
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English
51
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Filipović, Damir
3
Fontana, Claudio
3
Eberlein, Ernst
2
Zabczyk, Jerzy
2
Aase Nielsen, Jørgen
1
Arrouy, Pierre-Edouard
1
Babbs, Simon H.
1
Barski, Michał
1
Benth, Fred Espen
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Brigo, Damiano
1
Buchardt, Kristian
1
Budhi Arta Surya
1
Buehler, Hans
1
Carmona, René
1
Chiarella, Carl
1
Choi, Jin Hyuk
1
Cuchiero, Christa
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Döberlein, Frank
1
Ekström, Erik
1
Elliott, Robert J.
1
Furrer, Christian
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Grbac, Zorana
1
Griffin, Philip S.
1
Göing-Jaeschke, Anja
1
Gümbel, Sandrine
1
Hansen, Asbjørn Trolle
1
Heath, David
1
Hoek, John van der
1
Hughston, Lane P.
1
Jacod, Jean
1
Jakubowski, Jacek
1
Jaschke, Stefan R.
1
Jiao, Ying
1
Keller-Ressel, Martin
1
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Finance and stochastics
NBER working paper series
266
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
133
Journal of international money and finance
117
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
111
Finance and economics discussion series
106
IMF working papers
105
ECB Working Paper
102
Working paper
95
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
87
Economics letters
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
77
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion paper
60
Discussion papers / CEPR
60
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
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ECONIS (ZBW)
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