//--> //--> //-->
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:"Interest rate derivative"
~subject:"Lévy Libor model"
~type_genre:"Conference paper"
~type_genre:"No longer published / No longer aquired"
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:"Anleiheoption"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Lévy Libor model
Option pricing theory
5
Optionspreistheorie
5
Yield curve
5
Zinsderivat
5
Zinsstruktur
5
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Swaption
2
Affine LIBOR models
1
Asymptotic approximation
1
Bias
1
Calibration
1
Caplet
1
Coupon bond option
1
Forward price
1
Geldmarkt
1
Interest rate
1
LIBOR
1
LIBOR market models
1
Libor market model
1
Lévy forward price models
1
Martingal
1
Martingale
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Money market
1
One-factor Hull-White model
1
Overnight interest rate
1
Resampling
1
Resampling method
1
Semimartingales
1
Systematischer Fehler
1
Theorie
1
Theory
1
Two-factor Hull-White model
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Conference paper
No longer published / No longer aquired
Article in journal
929
Aufsatz in Zeitschrift
929
Graue Literatur
372
Non-commercial literature
372
Arbeitspapier
323
Working Paper
323
Hochschulschrift
111
Aufsatz im Buch
100
Book section
100
Thesis
96
Bibliografie enthalten
37
Bibliography included
37
Collection of articles written by one author
17
Sammlung
17
Lehrbuch
15
Textbook
14
Collection of articles of several authors
13
Sammelwerk
13
Forschungsbericht
9
Konferenzbeitrag
4
Konferenzschrift
4
Amtsdruckschrift
3
Aufsatzsammlung
3
Formelsammlung
3
Government document
3
Handbook
3
Handbuch
3
Mikroform
3
Aufgabensammlung
2
Conference proceedings
2
Glossar enthalten
2
Glossary included
2
Reprint
2
Bibliografie
1
Case study
1
Diskette
1
Einführung
1
Fallstudie
1
Floppy disk
1
more ...
less ...
Language
All
English
5
Author
All
Grbac, Zorana
2
Avellaneda, Marco
1
Genaro, Alan de
1
Glau, Kathrin
1
Krief, David
1
Papapantoleon, Antonis
1
Phillips, Peter C. B.
1
Russo, Vincenzo
1
Tankov, Peter
1
Torri, Gabriele
1
Yu, Jun
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Computational Management Science : CMS
1
Cowles Foundation discussion paper
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
Saved in:
2
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
3
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:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->