//--> //--> //--> //-->
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"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Interest rate derivative
United States
Yield curve
29
Zinsstruktur
29
Option pricing theory
23
Optionspreistheorie
23
Zinsderivat
15
Stochastic process
10
Stochastischer Prozess
10
Derivat
8
Derivative
8
Theorie
8
Theory
8
Swap
7
Volatility
7
Volatilität
7
Interest rate
6
Zins
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Arbitrage Pricing
3
Arbitrage pricing
3
Simulation
3
Anleihe
2
Bond
2
Credit rating
2
Credit risk
2
Kreditrisiko
2
Kreditwürdigkeit
2
Modellierung
2
Monte Carlo
2
Scientific modelling
2
calibration
2
finite difference
2
stochastic volatility
2
swaptions
2
ANOVA
1
Analysis
1
Arbitrage
1
Artificial intelligence
1
Bermudan products
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
16
Author
All
Joshi, Mark S.
2
Korn, Ralf
2
Schoenmakers, John
2
Andersen, Leif B. G.
1
Aspremont, Alexandre d'
1
Bhuruth, Muddun
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Coonjobeharry, Radha Krishn
1
Coskun, Sema
1
Denson, Nick
1
Desmettre, Sascha
1
Gogala, Jaka
1
Kennedy, Joanne E.
1
Kiesel, Rüdiger
1
Kurbanmuradov, O.
1
Liang, Qian
1
Lopes, Sara Dutra
1
Lutz, Matthias
1
Papapantoleon, Antonis
1
Rebonato, Riccardo
1
Reisinger, Christoph
1
Sabelfeld, K.
1
Sidenius, Jakob
1
Skovmand, David
1
Tangman, Désiré Yannick
1
Vázquez, Carlos
1
Wissmann, Rasmus
1
Zanette, Antonino
1
Zhu, Dan
1
more ...
less ...
Published in...
All
The journal of computational finance
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
The review of economics and statistics
15
Finance research letters
14
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
11
-
16
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Fast and accurate Greeks for the LIBOR market model
Denson, Nick
;
Joshi, Mark S.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 115-140
Persistent link: https://www.econbiz.de/10009241247
Saved in:
12
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
13
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Saved in:
14
Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d'
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 77-99
Persistent link: https://www.econbiz.de/10002990531
Saved in:
15
Lognormal approximations to Libor market models
Kurbanmuradov, O.
;
Sabelfeld, K.
;
Schoenmakers, John
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
Saved in:
16
LIBOR market models in practice
Sidenius, Jakob
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001517424
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->