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Search: subject:"arbitrage-free"
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Yield curve
47
Zinsstruktur
46
Option pricing theory
33
Optionspreistheorie
33
Theorie
33
Theory
31
CAPM
27
Arbitrage Pricing
22
Arbitrage pricing
22
Volatility
21
Risk premium
20
Volatilität
20
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19
Geldpolitik
18
Monetary policy
18
Derivat
13
Derivative
13
Estimation
13
Schätzung
13
Option trading
10
Optionsgeschäft
10
arbitrage-free
10
arbitrage-free price
10
Public bond
9
Stochastic process
9
Stochastischer Prozess
9
affine arbitrage-free term structure model
9
Öffentliche Anleihe
9
Anleihe
8
Arbitrage
8
Black-Scholes model
8
Bond
8
Black-Scholes-Modell
7
Capital income
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Credit risk
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Inflation expectations
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Kapitaleinkommen
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Free
82
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59
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89
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106
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56
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Christensen, Jens H. E.
14
Cornet, Bernard
13
Durham, J. Benson
6
Aouani, Zaier
5
Brand, Claus
5
Ranjan, Abhishek
5
Rudebusch, Glenn D.
5
Spiegel, Mark
5
Florenzano, Monique
4
Goy, Gavin
4
Jarrow, Robert A.
4
Lemke, Wolfgang
4
Oosterlee, Cornelis Willebrordus
4
Dewachter, Hans
3
Gao, Min
3
Gopalan, Ramu
3
Ishii, Hokuto
3
Li, Hao
3
Lyrio, Marco
3
Löffler, Andreas
3
Maes, Konstantijn
3
Pallavicini, Andrea
3
Sherris, Michael
3
Acciaio, Beatrice
2
Aliprantis, Roko
2
Allouch, Nizar
2
Blackburn, Craig
2
Brigo, Damiano
2
Caldeira, João F.
2
Capponi, Agostino
2
Carmona, René
2
Ceballos, Luis
2
Chen, Shi
2
Chiarella, Carl
2
Christensen, Nicolaj H.
2
Diebold, Francis X.
2
Godin, Frédéric
2
Imakubo, Kei
2
Itkin, Andrey
2
Jamshidian, Farshid
2
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HAL
9
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Department of Economics, University of Kansas
2
EconWPA
2
Federal Reserve Bank of New York
2
Finance Discipline Group, Business School
2
International Monetary Fund (IMF)
2
Princeton University Press
2
ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
1
Bank of Japan
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculty of Economics and Business, Tbilisi State University
1
Federal Reserve Bank of San Francisco
1
Henley Business School, University of Reading
1
London School of Economics (LSE)
1
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Technische Hochschule Mittelhessen
1
University of Bonn, Germany
1
Université Paris-Dauphine (Paris IX)
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
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Working papers series / Federal Reserve Bank of San Francisco
9
Finance and Stochastics
5
Post-Print / HAL
5
Documents de travail du Centre d'Economie de la Sorbonne
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Journal of mathematical finance
4
MPRA Paper
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
Working Papers / HAL
3
Annals of financial economics
2
Applied Mathematical Finance
2
DNB working papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Diskussionsbeitrag
2
Economic Theory
2
Finance and stochastics
2
IMF Working Papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Scandinavian actuarial journal
2
Staff Report
2
Staff Reports / Federal Reserve Bank of New York
2
Staff reports / Federal Reserve Bank of New York
2
The North American journal of economics and finance : a journal of financial economics studies
2
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
2
Annual Review of Financial Economics
1
Applied financial economics
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Bank of Japan Working Paper Series
1
Bank of Japan working paper series
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
1
Cahiers de la Maison des Sciences Economiques
1
CoFE discussion papers
1
Computational economics
1
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Source
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ECONIS (ZBW)
82
RePEc
66
EconStor
14
BASE
2
Showing
1
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10
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164
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1
Inter-Variety Equilibrium of Chinese Treasury Futures
Wang, Jinzhong
;
Zhong, Hong
;
Yu, Zhenjie
- In:
Credit and Capital Markets – Kredit und Kapital
55
(
2022
)
2
,
pp. 261-290
, and the transaction cost and market friction are considered in building the
arbitrage-free
spread interval. By comparing …
Persistent link: https://www.econbiz.de/10014523622
Saved in:
2
Inter-variety equilibrium of Chinese treasury futures
Wang, Jinzhong
- In:
Credit and capital markets : Kredit und Kapital
55
(
2022
)
2
,
pp. 261-290
, and the transaction cost and market friction are considered in building the
arbitrage-free
spread interval. By comparing …
Persistent link: https://www.econbiz.de/10014518583
Saved in:
3
Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
4
A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014533411
Saved in:
5
The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Mouabbi, Sarah
-
2024
Persistent link: https://www.econbiz.de/10014533441
Saved in:
6
Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
Saved in:
7
Money-metric valuation of assets
Shah, Sudhir A.
-
2024
Persistent link: https://www.econbiz.de/10014553243
Saved in:
8
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
9
Central bank credibility during COVID-19 : evidence from Japan
Christensen, Jens H. E.
;
Spiegel, Mark
-
2022
Persistent link: https://www.econbiz.de/10012807300
Saved in:
10
A linkage between the financial and the real economy
Rey, Sebastián Alejandro
- In:
Annals of financial economics
17
(
2022
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013367641
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