//--> //--> //-->
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
~person:"Avellaneda, Marco"
~person:"Papapantoleon, Antonis"
~type_genre:"Conference paper"
~type_genre:"No longer published / No longer aquired"
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:"Anleiheoption"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
2
Derivative
2
Interest rate derivative
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Affine LIBOR models
1
Forward price
1
Geldmarkt
1
Interest rate
1
LIBOR
1
LIBOR market models
1
Lévy forward price models
1
Martingal
1
Martingale
1
Money market
1
Overnight interest rate
1
Semimartingales
1
Zins
1
deterministic timed jumps
1
interest rate derivatives
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Conference paper
No longer published / No longer aquired
Article in journal
4
Aufsatz in Zeitschrift
4
Konferenzbeitrag
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
2
Author
All
Avellaneda, Marco
Papapantoleon, Antonis
Grbac, Zorana
2
Genaro, Alan de
1
Glau, Kathrin
1
Krief, David
1
Phillips, Peter C. B.
1
Russo, Vincenzo
1
Tankov, Peter
1
Torri, Gabriele
1
Yu, Jun
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->