//--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Da Foncesca, José"
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:"Zinsforward"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Affine processes
1
Caps
1
Fast Fourier transform
1
Floors
1
Interest rate derivative
1
Libor market model
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swaptions
1
Volatility
1
Volatilität
1
Wishart process
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
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
Da Foncesca, José
Ritchken, Peter H.
5
Collin-Dufresne, Pierre
2
Das, Sanjiv R.
2
Grasselli, Martino
2
Jarrow, Robert A.
2
Johannes, Michael
2
Li, Haitao
2
Alfeus, Mesias
1
Boenawan, Kiekie
1
Briys, Eric
1
Burnetas, Apostolos N.
1
Bühler, Wolfgang
1
Christiansen, Charlotte
1
Chuang, Iyuan
1
Clewlow, Les
1
Costabile, Massimo
1
Crouhy, Michel
1
Duffie, Darrell
1
Ederington, Louis H.
1
Eghbalzadeh, Ramin
1
Eldor, Rafael
1
Esteghamat, Kian
1
Fan, Rong
1
Faulkender, Michael
1
Filipović, Damir
1
Gaillardetz, Patrice
1
Gerlach-Kristen, Petra
1
Gnoatto, Alessandro
1
Godin, Frédéric
1
Goldstein, Robert S.
1
Gupta, Anurag
1
Hemler, Michael Lee
1
Hodges, Stewart D.
1
Huang, Li-Jhang
1
Jermann, Urban J.
1
Larsson, Martin
1
Lee, Jae-ha
1
Li, Anlong
1
Li, Siguang
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Review of derivatives research
The journal of finance : the journal of the American Finance Association
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->