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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
187
Optionspreistheorie
187
Derivat
170
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170
Theorie
149
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149
Hedging
115
Stochastic process
109
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109
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77
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Benth, Fred Espen
7
Brigo, Damiano
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Bielecki, Tomasz R.
5
Bouchaud, Jean-Philippe
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Elliott, Robert J.
5
Hughston, Lane P.
5
Pallavicini, Andrea
5
Hess, Markus
4
Jeanblanc, Monique
4
Rutkowski, Marek
4
Wilmott, Paul
4
Arai, Takuji
3
Avellaneda, Marco
3
Capriotti, Luca
3
Cialenco, Igor
3
Joshi, Mark S.
3
Macrina, Andrea
3
Melʹnikov, Aleksandr V.
3
Meyer-Brandis, Thilo
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Rebonato, Riccardo
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Schoutens, Wim
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Siu, Tak Kuen
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Takahashi, Akihiko
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Baaquie, Belal E.
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Bernard, Carole
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Buescu, Cristin
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2
Carmona, René
2
Carr, Peter
2
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2
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2
Crépey, S.
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
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International journal of theoretical and applied finance
IMF Working Papers
1,694
IMF Staff Country Reports
1,423
NBER working paper series
1,283
Working paper / National Bureau of Economic Research, Inc.
1,193
NBER Working Paper
991
IMF working papers
899
The journal of futures markets
845
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791
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637
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International review of economics & finance : IREF
442
Journal of financial economics
434
International review of financial analysis
421
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418
Research in international business and finance
395
Applied economics
393
Economic modelling
372
Journal of international financial markets, institutions & money
358
The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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SpringerLink / Bücher
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The journal of fixed income
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ECB Working Paper
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IMF Working Paper
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Pacific-Basin finance journal
280
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ECONIS (ZBW)
358
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
3
Return-predicting factors for us treasuries : on the similarity of “tents” and “bats”
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011403787
Saved in:
4
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
5
Lévy-Vasicek models and the long-
bond
return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
6
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
7
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:
8
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
9
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
10
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
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