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~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
~subject:"CAPM"
~subject:"Korrelation"
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18
Zinsderivat
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9
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9
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9
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1986-1987
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Jamshidian, Farshid
Rebonato, Riccardo
Miltersen, Kristian R.
7
Sandmann, Klaus
7
Ronn, Ehud I.
5
Sondermann, Dieter
5
Chen, Ren-Raw
4
Chiarella, Carl
4
Pelsser, Antoon André Jean
4
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3
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3
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Jong, Frank de
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Kariya, Takeaki
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3
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3
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3
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2
Erni, Marcel
2
Flesaker, Bjorn
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2
Hassan, Nadima el
2
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2
Hemler, Michael Lee
2
Jarrow, Robert A.
2
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2
Kennedy, Gary J.
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Li, Anlong
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Mikkelsen, Peter
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Sankarasubramanian, L.
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Tschernig, Markus
2
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Advances in futures and options research : a research annual
1
Annual review of financial economics
1
Quantitative finance
1
Research in finance
1
The journal of fixed income
1
Wiley series in financial engineering
1
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ECONIS (ZBW)
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1
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
2
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
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3
Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo
-
2002
Persistent link: https://www.econbiz.de/10001693803
Saved in:
4
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
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5
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:
6
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:
7
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
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