//--> //--> //-->
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:"Bermin, Hans-Peter"
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:"Swaptions"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
IRR
1
Markov chain
1
Markov functional
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Swaptions
1
Yield curve
1
Zinsstruktur
1
convexity
1
linear Gaussian model
1
quadratic Gaussian model
1
term-structure
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bermin, Hans-Peter
Jain, Shashi
3
Poon, Ser-huang
3
Skovmand, David
3
Filipović, Damir
2
Gan, Bing
2
Gnoatto, Alessandro
2
Grasselli, Martino
2
Guan, Eric
2
Jabłecki, Juliusz
2
Karlsson, Patrik
2
Khan, Aisha
2
Larsson, Martin
2
Macrina, Andrea
2
Oosterlee, Cornelis Willebrordus
2
Svenstrup, Mikkel
2
Trolle, Anders B.
2
Ahdida, Abdelkoddousse
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Alfonsi, Aurélien
1
Andersen, Leif
1
BAVIERA, ROBERTO
1
Baaquie, Belal E.
1
Baviera, Roberto
1
Bianchetti, Marco
1
Broadie, Mark
1
Caldana, Ruggero
1
Da Foncesca, José
1
Da Fonseca, José
1
Di Francesco, Marco
1
Duyvesteyn, Johan
1
Eghbalzadeh, Ramin
1
El Masri, Fatena
1
Fusai, Gianluca
1
Gaillardetz, Patrice
1
Gambaro, Anna Maria
1
Gatarek, Dariusz
1
Godin, Frédéric
1
Guan, Zhenke
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On cash settled IRR-
swaptions
and Markov functional modeling
Bermin, Hans-Peter
;
Williams, Gareth
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011686834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->