//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Petroleum"
~type:"book"
~type_genre:"Non-commercial literature"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Petroleum
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
Risikoprämie
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
All
English
2
Author
All
Schlögl, Erik
2
Cheng, Benjamin
1
Karlsson, Patrik
1
Nikitopoulos, Christina Sklibosios
1
Pilz, Kay Frederik
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
CREATES research paper
1
IES working paper
1
Michael J. Brennan Irish finance working paper series research paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->