//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Fälligkeit"
~subject:"Risikoprämie"
~subject:"Währungsderivat"
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:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Fälligkeit
Risikoprämie
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
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Arbitrage
4
Currency derivative
4
Anleihe
3
Bond
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Risk premium
3
Credit derivative
2
Economic model
2
Interest rate
2
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Glasserman, Paul
1
Goldammer, Verena
1
Jaimungal, Sebastian
1
Jarrow, Robert A.
1
Kardaras, Constantinos
1
Kou, Steven
1
Lando, David
1
Li, Libo
1
Platen, Eckhard
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Schmock, Uwe
1
Sigloch, Georg
1
Slinko, Irina
1
Sondermann, Dieter
1
Yu, Fan
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
54
NBER working paper series
50
NBER Working Paper
46
Journal of financial economics
44
Working paper / National Bureau of Economic Research, Inc.
39
Journal of international money and finance
32
Discussion papers / CEPR
29
Working paper series / European Central Bank
28
Finance and economics discussion series
26
International review of economics & finance : IREF
26
Finance research letters
25
Discussion paper / Centre for Economic Policy Research
24
Journal of empirical finance
24
The journal of fixed income
22
International review of financial analysis
20
Journal of international financial markets, institutions & money
20
Working papers / Bank for International Settlements
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Research paper series / Swiss Finance Institute
18
Staff reports / Federal Reserve Bank of New York
18
Journal of money, credit and banking : JMCB
17
The review of financial studies
17
Working paper
17
CESifo working papers
16
The journal of finance : the journal of the American Finance Association
16
Working papers series / Federal Reserve Bank of San Francisco
16
ECB Working Paper
15
International journal of theoretical and applied finance
15
Journal of economic dynamics & control
15
Discussion paper
14
Journal of international economics
14
Review of finance : journal of the European Finance Association
14
The North American journal of economics and finance : a journal of financial economics studies
13
IMF working papers
12
Journal of monetary economics
12
The quarterly journal of finance
12
Applied economics
11
Economics letters
11
Temi di discussione / Banca d'Italia
11
Research in international business and finance
10
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Incorporating risk and ambiguity aversion into a hybrid model of default
Jaimungal, Sebastian
;
Sigloch, Georg
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10009554694
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
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->