//--> //--> //-->
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:"Quantitative 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
A Stochastic Processes Toolkit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
2
Zinsstruktur
2
Anleihe
1
Basis swaps
1
Bond
1
Börsenkurs
1
Collateral
1
Collateral modeling
1
Counterparty credit risk
1
Credit risk
1
Cross impact
1
Derivat
1
Derivative
1
Dynamic Analysis
1
Estimation
1
Financial market
1
Finanzmarkt
1
Finanzmathematik
1
Fixed-income market impact
1
Funding costs
1
HJM framework
1
Impacted Eurodollar futures price
1
Impacted bond price
1
Impacted risk-neutral measure
1
Impacted yield curve
1
Interest rate derivative
1
Interest rate derivatives
1
Kreditrisiko
1
Kreditsicherung
1
Liquidity risk
1
Market microstructure
1
Marktmikrostruktur
1
Mathematical finance
1
Multiple curve framework
1
Optimal execution
1
Option pricing theory
1
Optionspreistheorie
1
Overnight rates
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Brigo, Damiano
3
Bellani, Claudio
1
Bormetti, Giacomo
1
Francischello, Marco
1
Graceffa, Federico
1
Neuman, Eyal
1
Pallavicini, Andrea
1
more ...
less ...
Published in...
All
Quantitative finance
Papers / arXiv.org
5,733
International journal of theoretical and applied finance
11
Risk : managing risk in the world's financial markets
10
International Journal of Theoretical and Applied Finance (IJTAF)
8
Journal of risk management in financial institutions
8
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
ICMA Centre Discussion Papers in Finance
4
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and Stochastics
3
International journal of financial engineering
3
Quantitative Finance
3
Wiley finance
3
Bundesbank Discussion Paper
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Financial series
2
Journal of banking & finance
2
Journal of financial engineering
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied mathematical finance
1
CORE discussion papers : DP
1
Chapman and Hall/CRC Financial Mathematics Series
1
Credit Scoring and Credit Control Conference XVI
1
Credit risk : models, derivatives, and management
1
Discussion Papers / Deutsche Bundesbank
1
Discussion paper
1
Documents de travail du Centre d'Economie de la Sorbonne
1
European Journal of Operational Research
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International journal of forecasting
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of Financial Transformation
1
Mathematical Finance
1
Operations research letters
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Post-Print / HAL
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
2
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
3
Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio
;
Brigo, Damiano
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10012424640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->