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~isPartOf:"Valuation, financial modeling, and quantitative tools"
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Yield curve
6
Zinsstruktur
6
Theorie
3
Theory
3
Rendite
2
Risikomanagement
2
Risk management
2
Yield
2
Derivat
1
Derivative
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Hedging
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Interest rate
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Measurement
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Messung
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Public bond
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Risiko
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Risikomaß
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Risk
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Risk measure
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Swap
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Volatility
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Volatilität
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Zins
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English
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Fabozzi, Frank J.
4
Buetow, Gerald W.
1
Dorigan, Michael
1
Kalotay, Andrew J.
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Kreider, Steven K.
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Levin, Alexander
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Mann, Steven V.
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Reitano, Robert R.
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Richard, Scott F.
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Valuation, financial modeling, and quantitative tools
NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Finance and economics discussion series
110
Working paper series / European Central Bank
109
IMF working papers
105
Finance research letters
98
Working paper
96
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
88
Economics letters
87
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
61
Discussion paper
60
The journal of futures markets
59
CESifo working papers
58
Journal of international financial markets, institutions & money
58
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
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ECONIS (ZBW)
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Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
Saved in:
2
Improving guidelines for interest rate and credit derivatives
Kreider, Steven K.
;
Richard, Scott F.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765480
Saved in:
3
Yield curve risk management
Reitano, Robert R.
-
2008
Persistent link: https://www.econbiz.de/10003765495
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4
Short-rate term structure models
Levin, Alexander
-
2008
Persistent link: https://www.econbiz.de/10003765527
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5
Yield curves and valuation lattices
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765586
Saved in:
6
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
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