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CAPM
Interest rate derivative
1,997
Zinsderivat
1,997
Yield curve
790
Zinsstruktur
790
Theorie
718
Theory
718
Optionspreistheorie
468
Option pricing theory
467
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419
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419
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340
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336
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335
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329
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329
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257
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256
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211
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211
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193
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182
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182
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133
Germany
132
Stochastic process
116
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116
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110
Currency derivative
107
Monetary policy
107
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107
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95
Kreditrisiko
95
Risikoprämie
86
Risk premium
86
Bond
83
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82
Welt
82
World
82
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80
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15
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74
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52
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72
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72
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20
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20
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20
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20
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15
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13
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4
Collection of articles written by one author
3
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3
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2
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2
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1
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116
German
8
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2
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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
Briys, Eric
3
Crouhy, Michel
3
Driessen, Joost
3
Hull, John
3
Jamshidian, Farshid
3
Jong, Frank de
3
Kariya, Takeaki
3
Morton, Andrew J.
3
Ritchken, Peter H.
3
Schöbel, Rainer
3
White, Alan
3
Aase Nielsen, Jørgen
2
Erni, Marcel
2
Flesaker, Bjorn
2
Hahn, Jörg
2
Hassan, Nadima el
2
Heath, David C.
2
Hemler, Michael Lee
2
Jarrow, Robert A.
2
Jensen, Bjarne Astrup
2
Kennedy, Gary J.
2
Li, Anlong
2
Mikkelsen, Peter
2
Rebonato, Riccardo
2
Sankarasubramanian, L.
2
Scott, Louis O.
2
Tschernig, Markus
2
Ait-Sahalia, Yacine
1
Amin, Kaushik I.
1
Antia, Murad J.
1
Aragon, George O.
1
Arak, Marcelle V.
1
Arismendi Zambrano, Juan Carlos
1
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1
Deutsche Forschungsgemeinschaft
1
National Bureau of Economic Research
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Svenska Handelshögskolan <Helsinki>
1
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The journal of futures markets
14
Advances in futures and options research : a research annual
10
Discussion paper / B
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Europäische Hochschulschriften / 5
4
The journal of fixed income
4
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
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3
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3
Working paper
3
Discussion paper series / A / Institute of Economic Research
2
Finance : revue de l'Association Française de Finance
2
Financial engineering and the Japanese markets
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
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2
Review of futures markets
2
Schriftenreihe der SGZ-Bank
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Asia-Pacific financial markets
1
Bank- und finanzwirtschaftliche Forschungen
1
Berichte aus der Volkswirtschaft
1
Credit and capital markets : Kredit und Kapital
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic studies
1
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
European finance review : the official journal of the European Finance Association
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
Gabler-Edition Wissenschaft
1
Journal of economic theory
1
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1
Les cahiers de recherche / Centre HEC-ISA
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER working paper series
1
Publications from Department of Management
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ECONIS (ZBW)
126
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51
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51
Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie
Tschernig, Markus
-
1996
Persistent link: https://www.econbiz.de/10000931276
Saved in:
52
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
53
Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie
Tschernig, Markus
-
1996
Persistent link: https://www.econbiz.de/10012699598
Saved in:
54
An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji
;
Kariya, Takeaki
-
1995
Persistent link: https://www.econbiz.de/10000555678
Saved in:
55
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
56
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
57
Optionen auf den Bund-Future-Kontrakt der LIFFE
Hahn, Jörg
-
1995
Persistent link: https://www.econbiz.de/10000899519
Saved in:
58
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
59
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
60
Optionen auf den Bund-Future-Kontrakt der LIFFE
Hahn, Jörg
-
1995
Persistent link: https://www.econbiz.de/10012699913
Saved in:
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