//--> //--> //--> //-->
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:"Ito, Takayasu"
~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
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:"Zins-Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
28
Zinsderivat
28
Yield curve
17
Zinsstruktur
17
Theorie
11
Theory
11
Japan
9
Option pricing theory
9
Optionspreistheorie
9
Zins
7
Derivat
6
Derivative
6
Interest rate
6
Public bond
6
Öffentliche Anleihe
6
CAPM
5
Swap
5
Geldpolitik
4
Monetary policy
4
Volatility
4
Volatilität
4
Anleihe
3
Arbitrage Pricing
3
Arbitrage pricing
3
Bond
3
USA
3
United States
3
Convexity
2
Derivat <Wertpapier>
2
Financial crisis
2
Finanzkrise
2
JGB
2
Korrelation
2
Low-interest-rate policy
2
Niedrigzinspolitik
2
interest rate swap
2
negative interest rate
2
yield curve control
2
1986-1987
1
1994-2009
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
23
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Book review
1
Rezension
1
Language
All
English
28
Author
All
Ito, Takayasu
Jamshidian, Farshid
Rebonato, Riccardo
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Schlögl, Erik
13
Akram, Tanweer
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Pelsser, Antoon André Jean
12
Schoenmakers, John
12
Upper, Christian
12
Bhar, Ramaprasad
11
Bianchetti, Marco
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Fang, Victor
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
7
Chen, Son-nan
7
more ...
less ...
Published in...
All
The journal of computational finance
3
Advances in futures and options research : a research annual
2
The IUP journal of applied finance : IJAF
2
The journal of corporate accounting & finance
2
Annual review of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Applied mathematical finance
1
Finance and stochastics
1
International journal of business
1
International journal of economic policy in emerging economies : IJEPEE
1
Journal of economic literature
1
Journal of empirical finance
1
Niigata University scholars series
1
Quantitative finance
1
Research in finance
1
Review of futures markets
1
The Asia Pacific journal of economics and business : APJEB
1
The journal of fixed income
1
Wiley series in financial engineering
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
21
-
28
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
On the simultaneous calibration of multifactor lognormal interest rate models to Black volatilities and to the correlation matrix
Rebonato, Riccardo
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001517294
Saved in:
22
LIBOR and swap market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
Saved in:
23
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
Saved in:
24
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
25
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
26
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
27
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
Saved in:
28
Replication of an option on a bond portfolio
Jamshidian, Farshid
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->