//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Chege Maina, Samuel"
~subject:"Credit derivative"
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:"CAPM"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
CAPM
1
Credit risk
1
Derivat
1
Derivative
1
Heath-Jarrow-Morton framework
1
Kreditderivat
1
Kreditrisiko
1
Option pricing theory
1
Optionspreistheorie
1
Risikoprämie
1
Risk premium
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
credit spreads; CDS rates
1
defaultabe bond prices
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chege Maina, Samuel
Chiarella, Carl
1
Kim, Sung Ik
1
Kim, Young Shin
1
Leung, Tim
1
Liu, Peng
1
Nikitopoulos, Christina Sklibosios
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->