//--> //--> //-->
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:"Derivat"
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:"stochastic interest rate"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Stochastic process
51
Stochastischer Prozess
51
Interest rate
45
Zins
45
stochastic interest rate
42
Stochastic interest rate
41
Option pricing theory
33
Optionspreistheorie
33
Portfolio selection
29
Portfolio-Management
29
Theorie
28
Theory
28
Yield curve
23
Zinsstruktur
23
Volatility
19
Volatilität
19
Finanzmathematik
9
Mathematical finance
9
Option trading
9
Optionsgeschäft
9
Pension fund
8
Pensionskasse
8
Stochastic volatility
8
Altersvorsorge
7
Credit risk
7
Kreditrisiko
7
Private Altersvorsorge
7
Private retirement provision
7
Retirement provision
7
stochastic volatility
7
Derivative
6
Lebensversicherung
6
Life insurance
6
Stochastic dynamic programming
6
Defined contribution pension plan
5
Hedging
5
Interest rate risk
5
Zinsrisiko
5
portfolio optimization
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Chen, Jun-Home
1
Fang, Yingyi
1
Gao, Y.
1
Gong, Pu
1
Harris, Geoffrey R.
1
Jiang, I-ming
1
Kan, Xiu
1
Lian, Yu-Min
1
Liang, Jin
1
Liao, Szu-Lang
1
Liu, Yu-hong
1
Shu, Huisheng
1
Wang, Alan T.
1
Wu, Tao L.
1
Yang, Jiarui
1
Yang, Sheng-Yung
1
Zhang, Xin
1
Zheng, Zhiwei
1
Zou, Dong
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
2
Economic modelling
1
Journal of mathematical finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of real estate finance and economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
2
The call option pricing based on investment strategy with
stochastic
interest
rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
3
A lattice framework with smooth convergence for pricing real estate derivatives with
stochastic
interest
rate
Zou, Dong
;
Gong, Pu
- In:
The journal of real estate finance and economics
55
(
2017
)
2
,
pp. 242-263
Persistent link: https://www.econbiz.de/10011800538
Saved in:
4
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
5
Valuation of double trigger catastrophe options with counterparty risk
Jiang, I-ming
;
Yang, Sheng-Yung
;
Liu, Yu-hong
;
Wang, Alan T.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 226-242
Persistent link: https://www.econbiz.de/10009779275
Saved in:
6
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->