//--> //--> //-->
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 financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~subject:"United States"
~type_genre:"Working Paper"
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:"Zinsstrukturmodell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Yield curve
25
Zinsstruktur
25
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Interest rate derivative
5
Zinsderivat
5
Derivat
4
Derivative
4
Estimation
4
Schätzung
4
Anleihe
3
Bond
3
Commodity derivative
3
Credit derivative
3
Interest rate
3
Kreditderivat
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Rohstoffderivat
3
Zins
3
1988-2004
2
Analysis
2
Arbitrage Pricing
2
Arbitrage pricing
2
Erdöl
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Interest rate risk
2
Mathematical analysis
2
Oil price
2
Petroleum
2
Risikoprämie
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
Author
All
Chiarella, Carl
1
Hung, Hing
1
Tô, Thuy-duong
1
Published in...
All
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
92
Discussion paper / Centre for Economic Policy Research
48
Finance and economics discussion series
42
Working papers series / Federal Reserve Bank of San Francisco
19
Working paper
16
BIS working papers
15
Working paper series / European Central Bank
15
International finance discussion papers
13
Staff reports / Federal Reserve Bank of New York
11
CESifo working papers
10
IMF working papers
10
NBER working paper series
8
Temi di discussione / Banca d'Italia
8
Working papers / Bank of England
8
Discussion papers in economics
7
Federal Reserve Bank of Cleveland working paper series
7
CFS working paper series
6
Discussion paper / Tinbergen Institute
6
IMF working paper
6
Working papers / Bank for International Settlements
6
Working papers / Rodney L. White Center for Financial Research
6
Staff working paper / Bank of Canada
5
CAMA working paper series
4
Discussion paper
4
Discussion paper series / Reserve Bank of New Zealand
4
FRB International Finance Discussion Paper
4
Les notes d'études et de recherche : NER
4
Research notes in economics & statistics
4
Research paper / Federal Reserve Bank of New York
4
Research paper series / Swiss Finance Institute
4
SFB 649 discussion paper
4
Working paper in economics
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / Federal Reserve Bank of Chicago
4
Working papers / Innocenzo Gasparini Institute for Economic Research
4
CREATES research paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->