//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
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
Dynamics of the current accoun...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
111
Zinsstruktur
111
Theorie
51
Theory
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
Stochastic process
26
Stochastischer Prozess
26
Zinsderivat
26
Derivat
25
Derivative
25
Volatility
17
Volatilität
17
Interest rate
16
Zins
16
Credit risk
15
Kreditrisiko
15
Risikoprämie
12
Risk premium
12
Swap
12
CAPM
11
Markov chain
11
Markov-Kette
11
Anleihe
10
Bond
10
Estimation
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Credit derivative
6
Kreditderivat
6
Capital income
5
Estimation theory
5
Hedging
5
Kapitaleinkommen
5
Schätztheorie
5
Credit
4
Forecasting model
4
Geldmarkt
4
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
111
Type of publication (narrower categories)
All
Article in journal
111
Aufsatz in Zeitschrift
111
Conference paper
2
Konferenzbeitrag
2
Language
All
English
111
Author
All
Rebonato, Riccardo
5
Almeida, Caio
3
Biagini, Francesca
3
Gnoatto, Alessandro
3
Schmidt, Thorsten
3
Baviera, Roberto
2
Bermin, Hans-Peter
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Brody, Dorje C.
2
Chiarella, Carl
2
Elliott, Robert J.
2
Härtel, Maximilian
2
Macrina, Andrea
2
Matacz, Andrew
2
Mercurio, Fabio
2
Nikitopoulos, Christina Sklibosios
2
Nishihara, Michi
2
Ramponi, Alessandro
2
Schlögl, Erik
2
Schoenmakers, John
2
Shibata, Takashi
2
Yasuoka, Takashi
2
Abad, Pilar
1
Aihara, Shin Ichi
1
Akahori, Jirô
1
Albanese, Claudio
1
Andresen, Arne
1
Antonacci, Flavia
1
Avellaneda, Marco
1
Baaquie, Belal E.
1
Bagchi, Arunabha
1
Balland, P.
1
Banerjee, Tamal
1
Barton, Geoff
1
Bekker, Paul A.
1
Belomestny, Denis
1
Benito, Sonia
1
Benth, Fred Espen
1
Bernaschi, Massimo
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
IMF Staff Country Reports
1,842
NBER working paper series
578
Working paper / National Bureau of Economic Research, Inc.
538
NBER Working Paper
499
IMF working papers
361
Discussion paper / Centre for Economic Policy Research
337
Journal of economic dynamics & control
310
Economic modelling
283
Journal of international money and finance
270
ECB Working Paper
267
Working paper
248
IMF Working Papers
243
Working paper series / European Central Bank
241
Journal of banking & finance
233
Economics letters
209
Journal of monetary economics
209
IMF working paper
172
CESifo working papers
168
Journal of money, credit and banking : JMCB
166
Finance and economics discussion series
159
Applied economics
148
Journal of macroeconomics
147
The journal of fixed income
140
Macroeconomic dynamics
136
Discussion paper
133
International review of economics & finance : IREF
126
Discussion papers / CEPR
122
Journal of financial economics
117
Journal of international economics
114
Working Paper
113
Review of economic dynamics
109
IMF Working Paper
107
Finance research letters
106
The American economic review
101
Applied economics letters
97
Working papers series / Federal Reserve Bank of San Francisco
96
European economic review : EER
93
The review of financial studies
92
CESifo Working Paper
90
more ...
less ...
Source
All
ECONIS (ZBW)
111
Showing
1
-
10
of
111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
2
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
Saved in:
3
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
4
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
5
An infinite factor model for credit risk
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
Saved in:
6
Bond market model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
Saved in:
7
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
8
Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Saved in:
9
A new finite element method for pricing of bond options under time inhomogeneous affine term structure models of interest rates
Yang, Hongtao
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003415634
Saved in:
10
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
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...
//-->