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
~institution:"Centre for Analytical Finance <Århus>"
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
An application of comonotonici...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
3
Zinsderivat
3
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Arbitrage
1
CAPM
1
Erwartungsbildung
1
Expectation formation
1
Fälligkeit
1
Maturity
1
Option pricing theory
1
Optionspreistheorie
1
Swap
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Christiansen, Charlotte
1
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Svenstrup, Mikkel
1
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
43
Springer Fachmedien Wiesbaden
24
International Monetary Fund (IMF)
18
HAL
17
Edward Elgar Publishing
12
Institut für Schweizerisches Bankwesen <Zürich>
10
Université Paris-Dauphine (Paris IX)
10
Books on Demand GmbH <Norderstedt>
8
Springer-Verlag GmbH
8
Center for Economic Research <Tilburg>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
American Mathematical Society
6
Basel Committee on Banking Supervision
6
De Gruyter Oldenbourg
6
International Monetary Fund
5
National Centre of Competence in Research North South <Bern>
5
Springer International Publishing
5
World Scientific Publishing Co. Pte. Ltd.
5
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
4
University of Canterbury / Dept. of Economics and Finance
4
Universität Mannheim
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
3
Friedrich-Schiller-Universität Jena
3
IGI Global
3
International Center for Financial Asset Management and Engineering
3
London International Financial Futures Exchange
3
OECD
3
Pensions Institute
3
Taylor and Francis.
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Ulm
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bachelier Finance Society
2
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
2
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
