//--> //--> //-->
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:"Zinsstruktur"
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:"Davis, M.H.A."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
Theorie
12
Theory
12
Portfolio selection
8
Portfolio-Management
8
Stochastic process
6
Stochastischer Prozess
6
Control theory
3
Finanzmathematik
3
Hedging
3
Kontrolltheorie
3
Mathematical finance
3
Option pricing theory
3
Optionspreistheorie
3
Arbitrage
2
Credit risk
2
Exponential utility
2
Forecasting model
2
Indifference pricing
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Nutzentheorie
2
Partial equilibrium
2
Prognoseverfahren
2
Statistik Wahrscheinlichkeitstheorie
2
Swap
2
Utility theory
2
Utility-based curve
2
Utility-based price
2
Yield curve
2
1
Animal spirits
1
Anlageverhalten
1
Ansteckungseffekt
1
Arbeitsmarktpolitik
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asset and liability management
1
Behavioral finance
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Davis, Mark H. A.
2
Mataix-Pastor, Vicente
2
Published in...
All
Finance and stochastics
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
Saved in:
2
Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->