//--> //--> //--> //-->
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
~isPartOf:"Finance research letters"
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
The affine inflation market mo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
116
Optionspreistheorie
116
Yield curve
103
Zinsstruktur
103
Volatility
57
Volatilität
57
Option trading
47
Optionsgeschäft
47
Stochastic process
40
Stochastischer Prozess
40
Estimation
36
Schätzung
36
Capital income
32
Credit risk
32
Kapitaleinkommen
32
Kreditrisiko
32
Inflation
31
Corporate bond
30
Public bond
30
Theorie
30
Theory
30
Unternehmensanleihe
30
Öffentliche Anleihe
30
Risikoprämie
29
Risk premium
29
Anleihe
24
Bond
24
Börsenkurs
23
Share price
23
Derivat
18
Derivative
18
Coronavirus
17
Geldpolitik
17
Interest rate
17
Monetary policy
17
Risiko
17
Risk
17
CAPM
16
Welt
16
World
16
more ...
less ...
Online availability
All
Undetermined
194
Free
4
Type of publication
All
Article
242
Type of publication (narrower categories)
All
Article in journal
242
Aufsatz in Zeitschrift
242
Language
All
English
242
Author
All
Wang, Xingchun
7
Lee, Hangsuck
5
Gupta, Rangan
4
Aharon, David Y.
3
Bouri, Elie
3
Chen, Jun-Home
3
Ha, Hongjun
3
Jarrow, Robert A.
3
Kong, Byungdoo
3
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Wang, King
3
Zhao, Yonggan
3
Ziemba, William T.
3
Österholm, Pär
3
Cao, Jiling
2
Carr, Peter
2
Chung, Y. Peter
2
Cui, Zhenyu
2
Guidolin, Massimo
2
Hsu, Pao-peng
2
Hui, Cho H.
2
Islam, Mohammad Saiful
2
Jeon, Junkee
2
Johnson, Herbert
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Kinateder, Harald
2
Koch, Jascha-Alexander
2
Ku, Hyejin
2
Li, Hongyi
2
Nakagawa, Kei
2
Pedio, Manuela
2
Qadan, Mahmoud
2
Ryu, Doojin
2
Schadner, Wolfgang
2
Umar, Zaghum
2
Vaello-Sebastià, Antoni
2
Wang, Guanying
2
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
806
IMF Working Papers
751
NBER Working Paper
625
Working paper / National Bureau of Economic Research, Inc.
608
International journal of theoretical and applied finance
542
IMF working papers
481
Journal of banking & finance
431
MPRA Paper
392
IMF Staff Country Reports
377
Economics letters
376
Discussion paper / Centre for Economic Policy Research
373
Applied economics
361
ECB Working Paper
353
The journal of futures markets
312
Journal of money, credit and banking : JMCB
311
Journal of economic dynamics & control
305
Working paper series / European Central Bank
305
Working paper
304
Economic modelling
302
IMF working paper
293
Mathematical finance : an international journal of mathematics, statistics and financial theory
292
Applied mathematical finance
272
The journal of computational finance
260
Journal of monetary economics
253
Finance and stochastics
252
Working Paper
232
Discussion papers / CEPR
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Journal of international money and finance
225
Finance and economics discussion series
221
CESifo working papers
220
Discussion paper
220
Applied economics letters
217
Quantitative finance
215
Journal of macroeconomics
213
International review of economics & finance : IREF
200
Journal of financial economics
195
Review of derivatives research
183
CESifo Working Paper
177
more ...
less ...
Source
All
ECONIS (ZBW)
242
Showing
1
-
10
of
242
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Finance research letters
7
(
2010
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
Saved in:
2
Fast approximations of bond option prices under CKLS models
Tangman, D. Y.
;
Thakoor, N.
;
Dookhitram, K.
;
Bhuruth, M.
- In:
Finance research letters
8
(
2011
)
4
,
pp. 206-212
Persistent link: https://www.econbiz.de/10009425850
Saved in:
3
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
6
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
7
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
8
The international integration of the term structure of expected market risk premia
Rubio, Gonzalo
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014633420
Saved in:
9
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
10
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->