//--> //--> //-->
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
~subject:"Bond hedging"
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:"Vasicek interest rate"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bond hedging
Yield curve
4
Zinsstruktur
4
Interest rate
3
Zins
3
Contagious Risk
2
Credit derivative
2
Credit risk
2
Kreditderivat
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Vasicek interest rate model
2
Analysis
1
Backward stochastic differential equation
1
Bond
1
CIR process
1
Control theory
1
Credit Default Swap
1
Derivat
1
Derivative
1
Dynamic optimality
1
Equity warrants
1
Experiment
1
Fractional Vasicek Interest Rate Model
1
Fractional Vasicek interest rate model
1
Genetic Algorithm
1
Interest rate derivative
1
Kontrolltheorie
1
Loan CDS
1
Looping Default
1
Mathematical analysis
1
Mean-variance portfolio selection
1
Nelson-Siegel
1
Optimal Fraction
1
Option pricing theory
1
Optionspreistheorie
1
Partial differential equation method
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Deelstra, Griselda
1
Ezzine, Ahmed
1
Heyman, Dries
1
Vanmaele, Michèle
1
Published in...
All
Computational Economics
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Managing value-at-risk for a bond using bond put options
Deelstra, Griselda
;
Ezzine, Ahmed
;
Heyman, Dries
; …
- In:
Computational Economics
29
(
2007
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10005674173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->