//--> //--> //-->
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:"Zins"
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: person:"Mercurio, Fabio"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zins
Theorie
22
Theory
21
Option pricing theory
18
Optionspreistheorie
18
Volatilität
12
Zinsderivat
12
Interest rate derivative
11
Volatility
11
Yield curve
10
Zinsstruktur
10
Stochastic process
9
Stochastischer Prozess
9
Derivat
7
Derivative
7
Hedging
6
Basel Accord
3
Basler Akkord
3
Inflation
3
VAR model
3
VAR-Modell
3
stochastic volatility
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit derivative
2
Credit risk
2
Insolvency
2
Insolvenz
2
Interest rate
2
Kreditderivat
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Stochastisches Modell
2
Timer options
2
Zinsstrukturtheorie
2
asymptotic expansion
2
closed-form approximation
2
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Lehrbuch
1
Non-commercial literature
1
Textbook
1
Working Paper
1
Language
All
English
2
Author
All
Mercurio, Fabio
2
Brigo, Damiano
1
Moraleda Novo, Juan Manuel
1
Published in...
All
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Springer Finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
2
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->