//--> //--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"EU-Staaten"
~subject:"Interest rate derivative"
~subject:"United States"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Interest rate derivative
United States
Yield curve
75
Zinsstruktur
75
Option pricing theory
24
Optionspreistheorie
24
Theorie
23
Theory
23
Interest rate
18
Zins
18
Zinsderivat
16
Volatility
12
Volatilität
12
Estimation
11
Schätzung
11
Stochastic process
11
Stochastischer Prozess
11
USA
11
Risikoprämie
9
Risk premium
9
Derivat
8
Derivative
8
Swap
8
Capital income
7
Kapitaleinkommen
7
Credit risk
6
Kreditrisiko
6
Public bond
6
Öffentliche Anleihe
6
Forecasting model
5
Geldpolitik
5
Monetary policy
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Anleihe
4
Arbitrage Pricing
4
Arbitrage pricing
4
Bond
4
Börsenkurs
4
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
31
Author
All
Joshi, Mark S.
2
Korn, Ralf
2
Schoenmakers, John
2
Andersen, Leif B. G.
1
Apergis, Nicholas
1
Aspremont, Alexandre d'
1
Bhuruth, Muddun
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Cendejas Bueno, José Luis
1
Chaudhry, Mukesh
1
Coonjobeharry, Radha Krishn
1
Coskun, Sema
1
Denson, Nick
1
Desmettre, Sascha
1
Ferderer, J. Peter
1
Gilkeson, James H.
1
Gogala, Jaka
1
Hendrickson, Jill M.
1
Hooker, Mark Allan
1
Kennedy, Joanne E.
1
Kiani, Khurshid M.
1
Kiesel, Rüdiger
1
Kinateder, Harald
1
Kurbanmuradov, O.
1
Li, Shaoyu
1
Liang, Qian
1
Liu, Sheen
1
Lopes, Sara Dutra
1
Lutz, Matthias
1
Papapantoleon, Antonis
1
Porter, Gary E.
1
Ramchander, Sanjay
1
Rebonato, Riccardo
1
Reisinger, Christoph
1
Rivers, Mary Jean
1
Rossiter, Rosemary D.
1
Sabelfeld, K.
1
Shadbegian, Ronald John
1
more ...
less ...
Published in...
All
The journal of computational finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
64
The review of financial studies
60
Discussion paper / Centre for Economic Policy Research
57
Working paper series / European Central Bank
55
The journal of fixed income
52
Journal of international money and finance
49
The journal of finance : the journal of the American Finance Association
49
Journal of money, credit and banking : JMCB
44
Finance and economics discussion series
42
NBER working paper series
34
Economics letters
32
The journal of futures markets
31
International journal of theoretical and applied finance
30
Working paper
29
Journal of financial economics
28
Journal of financial and quantitative analysis : JFQA
27
Journal of monetary economics
27
ECB Working Paper
26
Applied economics
25
Applied financial economics
24
NBER Working Paper
23
CESifo working papers
22
International review of financial analysis
22
Working papers series / Federal Reserve Bank of San Francisco
22
Economic modelling
21
IMF working papers
21
Journal of economic dynamics & control
21
BIS working papers
18
Journal of economics & business
18
Journal of international financial markets, institutions & money
18
International review of economics & finance : IREF
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Discussion paper
16
Journal of econometrics
15
Review of finance : journal of the European Finance Association
15
The review of economics and statistics
15
Finance research letters
14
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
2
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
3
Quantitative easing in the Euro Area : an event study approach
Urbschat, Florian
;
Watzka, Sebastian
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 14-36
Persistent link: https://www.econbiz.de/10012430851
Saved in:
4
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
5
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
6
Oil prices and corporate high-yield spreads : Evidence from panels of nonenergy and energy European firms
Apergis, Nicholas
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 34-40
Persistent link: https://www.econbiz.de/10012176247
Saved in:
7
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
8
Quantitative easing and the pricing of EMU sovereign debt
Kinateder, Harald
;
Wagner, Niklas F.
- In:
The quarterly review of economics and finance : journal …
66
(
2017
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011792719
Saved in:
9
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
10
An exact and efficient method for computing cross-Gammas of Bermudan swaptions and cancelable swaps under the Libor market model
Joshi, Mark S.
;
Zhu, Dan
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10011639618
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->