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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Swap
18
Theorie
15
Theory
15
Option pricing theory
11
Optionspreistheorie
11
Yield curve
8
Zinsstruktur
8
Volatility
6
Volatilität
6
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5
Stochastischer Prozess
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4
Credit risk
4
Derivat
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credit default swaps
4
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Interest rate derivative
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2
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2
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Finanzdienstleistung
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fundamental theorem of asset pricing
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1995
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English
19
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Brigo, Damiano
2
Capponi, Agostino
2
Bielecki, Tomasz R.
1
Bo, Lijun
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Carr, Peter
1
Chen, Nan
1
Choi, Jaehyuk
1
Cialenco, Igor
1
Davis, Mark H. A.
1
El-Bachir, Naoufel
1
Galluccio, S.
1
Gatarek, Dariusz
1
Huang, Z.
1
Jamshidian, Farshid
1
Kahalé, Nabil
1
Kim, Don H.
1
Kou, Steven
1
Kwok, Yue-Kuen
1
Laurence, Peter
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Lian, Guang-hua
1
Ly, J.-M.
1
Musiela, Marek
1
Obłój, Jan
1
Pallavicini, Andrea
1
Pelsser, Antoon André Jean
1
Raval, Vimal
1
Rodriguez, Rodrigo
1
Rutkowski, Marek
1
Scaillet, Olivier
1
Schrager, David F.
1
Shin, Sungchan
1
Yu, Fan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
48
Journal of banking & finance
35
IMF Staff Country Reports
31
IMF Working Papers
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
International review of financial analysis
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
Journal of financial economics
23
The journal of financial crises
22
The journal of computational finance
21
The journal of futures markets
21
MPRA Paper
20
Finance research letters
19
Journal of international financial markets, institutions & money
19
Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Review of derivatives research
18
International Journal of Theoretical and Applied Finance (IJTAF)
17
NBER Working Paper
17
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Discussion paper
15
European journal of operational research : EJOR
15
International review of economics & finance : IREF
15
Journal of international money and finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Discussion papers / CEPR
14
Finance and stochastics
14
Staff working papers / Bank of England
14
The journal of finance : the journal of the American Finance Association
14
Applied economics
13
Bundesbank Discussion Paper
13
Journal of empirical finance
13
ECB Working Paper
12
Frankfurt School - Working Paper Series
12
Economics letters
11
European financial management : the journal of the European Financial Management Association
11
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ECONIS (ZBW)
19
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1
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
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:
3
Closed form pricing formulas for discretely sampled generalized variance
swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
4
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default
swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
5
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
6
Model-independent lower bound on variance
SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
7
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
8
Arbitrage bounds for prices of weighted variance
swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
9
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
10
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
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