//--> //--> //-->
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:"Papapantoleon, Antonis"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
7
Zinsstruktur
7
Interest rate derivative
5
Option pricing theory
5
Optionspreistheorie
5
Zinsderivat
5
Stochastic process
4
Stochastischer Prozess
4
Affine LIBOR models
1
Credit risk
1
Derivat
1
Derivative
1
Financial economics
1
Finanzmathematik
1
Forward price
1
Insolvency
1
Insolvenz
1
Kapitalmarkttheorie
1
Kreditrisiko
1
LIBOR
1
LIBOR market models
1
LIBOR rate models
1
Lévy forward price models
1
Martingal
1
Martingale
1
Mathematical finance
1
Modellierung
1
Scientific modelling
1
Semimartingales
1
Statistical method
1
Statistische Methode
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
affine processes
1
analytically tractable models
1
forward price models
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Conference paper
1
Festschrift
1
Graue Literatur
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
7
Author
All
Papapantoleon, Antonis
Rudebusch, Glenn D.
103
Christensen, Jens H. E.
65
Akram, Tanweer
63
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Monfort, Alain
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Kaminska, Iryna
36
Mishkin, Frederic S.
36
Gollier, Christian
35
Schlögl, Erik
35
Wei, Min
35
Sarno, Lucio
33
Dewachter, Hans
32
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
29
Fabozzi, Frank J.
27
Guidolin, Massimo
27
Jondeau, Eric
27
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
CREATES research paper
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Springer proceedings in mathematics and statistics
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
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:
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Kallsen, Jan
(
ed.
);
Papapantoleon, Antonis
(
ed.
); …
-
2016
Persistent link: https://www.econbiz.de/10013457208
Saved in:
4
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
5
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
Saved in:
6
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
7
Symmetries in Lévy term structure models
Eberlein, Ernst
;
Kluge, Wolfgang
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 967-986
Persistent link: https://www.econbiz.de/10003380316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->