//--> //--> //--> //-->
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"
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:"differential"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
111
Zinsstruktur
111
Option pricing theory
58
Optionspreistheorie
58
Theorie
55
Theory
55
Stochastic process
47
Stochastischer Prozess
47
Derivat
32
Derivative
32
Interest rate derivative
27
Zinsderivat
27
Volatility
24
Volatilität
24
Analysis
18
Mathematical analysis
18
Credit risk
17
Kreditrisiko
17
Interest rate
16
Zins
16
Swap
14
Markov chain
13
Markov-Kette
13
Portfolio selection
13
Portfolio-Management
13
CAPM
12
Risikoprämie
12
Risk premium
12
Anleihe
10
Bond
10
Estimation
9
Hedging
9
Schätzung
9
Credit derivative
6
Estimation theory
6
Forecasting model
6
Kreditderivat
6
Prognoseverfahren
6
Schätztheorie
6
Capital income
5
more ...
less ...
Online availability
All
Undetermined
44
Type of publication
All
Article
137
Type of publication (narrower categories)
All
Article in journal
137
Aufsatz in Zeitschrift
137
Conference paper
2
Konferenzbeitrag
2
Language
All
English
137
Author
All
Rebonato, Riccardo
5
Hess, Markus
4
Almeida, Caio
3
Biagini, Francesca
3
Gnoatto, Alessandro
3
Schmidt, Thorsten
3
Albanese, Claudio
2
Baviera, Roberto
2
Bermin, Hans-Peter
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Brody, Dorje C.
2
Chiarella, Carl
2
Elliott, Robert J.
2
Härtel, Maximilian
2
Jaimungal, Sebastian
2
Kromer, Eduard
2
Macrina, Andrea
2
Matacz, Andrew
2
Mercurio, Fabio
2
Nikitopoulos, Christina Sklibosios
2
Nishihara, Michi
2
Overbeck, Ludger
2
Ramponi, Alessandro
2
Schlögl, Erik
2
Schoenmakers, John
2
Shibata, Takashi
2
Yasuoka, Takashi
2
Abad, Pilar
1
Aihara, Shin Ichi
1
Akahori, Jirô
1
Andresen, Arne
1
Antonacci, Flavia
1
Avellaneda, Marco
1
Baaquie, Belal E.
1
Bagchi, Arunabha
1
Balland, P.
1
Banerjee, Tamal
1
Barton, Geoff
1
Bekker, Paul A.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Discussion paper series / IZA
1,348
NBER working paper series
796
IZA Discussion Paper
730
Working paper / National Bureau of Economic Research, Inc.
670
NBER Working Paper
661
Discussion paper / Centre for Economic Policy Research
327
CESifo working papers
288
Working paper
285
Applied economics
280
Labour economics : official journal of the European Association of Labour Economists
258
Economics letters
250
Discussion paper
241
Journal of banking & finance
225
Discussion papers / CEPR
181
Applied economics letters
178
Economic modelling
162
ILR review : the journal of work and policy
148
The American economic review
145
IMF working papers
140
The journal of fixed income
140
International review of economics & finance : IREF
135
Discussion paper / Tinbergen Institute
126
Mathematics and Computers in Simulation (MATCOM)
126
Working paper series / European Central Bank
124
Finance and economics discussion series
123
GLO discussion paper
123
Journal of financial economics
123
MPRA Paper
123
Journal of international money and finance
122
Finance research letters
114
Policy research working paper : WPS
110
Journal of economic dynamics & control
106
Dynamic games and applications : DGA
101
European economic review : EER
101
Journal of labor economics
100
Working paper series
98
Journal of money, credit and banking : JMCB
94
CESifo Working Paper Series
93
Journal of labor research
92
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
2
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
3
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
4
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
5
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
6
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
7
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
8
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
9
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
10
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->