//--> //--> //-->
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"
~person:"Levendorskij, Sergej Z."
~person:"Platen, Eckhard"
~subject:"Public bond"
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
Public bond
Yield curve
11
Zinsstruktur
11
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Interest rate
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
Zins
3
Anleihe
2
Bond
2
Derivat
2
Derivative
2
Estimation
2
Schätzung
2
3/2 model
1
Arbitrage
1
Benchmark Approach
1
Benchmarking
1
Bewertung
1
Cox-Ingersoll-Ross model
1
Credit derivative
1
Credit risk
1
Erwartungsbildung
1
Estimation theory
1
Evaluation
1
Expectation formation
1
Fälligkeit
1
Kreditderivat
1
Kreditrisiko
1
Lévy processes
1
Maturity
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Levendorskij, Sergej Z.
Platen, Eckhard
Ross, Stephen A.
2
Song, Zhaogang
2
Andrade, Sandro C.
1
Augustin, P.
1
Bakshi, Gurdip S.
1
Binsbergen, Jules H. van
1
Chernov, Mikhail
1
Crosby, John
1
Diamond, William F.
1
Du, Wenxin
1
Ekponon, Adelphe
1
Fergusson, Kevin
1
Gao, Xiaohui
1
Grotteria, Marco
1
Hansen, Jorge W.
1
He, Zhiguo
1
Hébert, Benjamin
1
Infante, Sebastian
1
Jeanneret, Alexandre
1
Li, Wenhao
1
Liu, Yan
1
Martin, Ian
1
Martin, W. R.
1
Nagel, Stefan
1
Schmid, L.
1
Song, Dongho
1
Wu, Jing Cynthia
1
Zhu, Haoxiang
1
more ...
less ...
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
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->