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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
25
Journal of banking & finance
16
Applied mathematical finance
10
Review of derivatives research
10
The journal of futures markets
10
Journal of financial economics
9
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Discussion paper / Centre for Economic Policy Research
6
International review of financial analysis
5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European journal of operational research : EJOR
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Finance and economics discussion series
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Finance and stochastics
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Finance research letters
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International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Risks : open access journal
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The journal of credit risk : published quarterly by Incisive Media
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Williams College Economics Department working paper series
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Saved in:
2
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Saved in:
3
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
Saved in:
4
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
5
The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
Saved in:
6
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
7
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
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