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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Fälligkeit"
~subject:"Option trading"
~subject:"Währungsderivat"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Fälligkeit
Option trading
Währungsderivat
Yield curve
69
Zinsstruktur
69
Theorie
61
Theory
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
CAPM
7
Credit risk
6
Kreditrisiko
6
Zero-Bond
6
Zero-coupon bond
6
Derivat
5
Derivative
5
Markov chain
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Markov-Kette
5
Optionsgeschäft
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Arbitrage
4
Currency derivative
4
Anleihe
3
Bond
3
Hedging
3
Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Credit derivative
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English
11
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Bojarčenko, Svetlana I.
1
Brace, Alan
1
Eberlein, Ernst
1
Glasserman, Paul
1
Goldammer, Verena
1
Kardaras, Constantinos
1
Kluge, Wolfgang
1
Kou, Steven
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Maghsoodi, Yoosef
1
Musiela, Marek
1
Pelsser, Antoon André Jean
1
Platen, Eckhard
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Schmock, Uwe
1
Schrager, David F.
1
Slinko, Irina
1
Sondermann, Dieter
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
17
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
16
Journal of banking & finance
10
Journal of financial economics
10
Discussion paper / Centre for Economic Policy Research
9
The journal of futures markets
9
Finance research letters
7
Discussion papers / CEPR
6
International journal of theoretical and applied finance
5
Applied mathematical finance
4
International review of economics & finance : IREF
4
Journal of international economics
4
Journal of international money and finance
4
Quantitative finance
4
The review of financial studies
4
Discussion paper / LSE Financial Markets Group
3
Discussion paper series / Reserve Bank of New Zealand
3
European financial management : the journal of the European Financial Management Association
3
HKIMR working paper
3
IMF working papers
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Journal of money, credit and banking : JMCB
3
Review of derivatives research
3
Staff reports / Federal Reserve Bank of New York
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The quarterly journal of economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Annual review of financial economics
2
Bank of Italy Temi di Discussione (Working Paper)
2
CAMA working paper series
2
CESifo working papers
2
Chicago Booth Research Paper
2
Documentos de trabajo / Banco de España, Servicio de Estudios
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ECONIS (ZBW)
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1
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
4
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
5
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
6
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
7
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
8
The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
Saved in:
9
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
Saved in:
10
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
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