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
~person:"Chiarella, Carl"
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
Negative swap spreads and limi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Interest rate derivative
15
Zinsderivat
15
Yield curve
12
Zinsstruktur
12
Volatility
11
Volatilität
11
Financial economics
8
Kapitalmarkttheorie
8
Option pricing theory
7
Optionspreistheorie
7
CAPM
6
Australia
5
Australien
5
Derivat
5
Derivative
5
Financial analysis
4
Finanzanalyse
4
Anlageverhalten
3
Arbitrage
3
Arbitrage Pricing
3
Arbitrage pricing
3
Behavioural finance
3
Estimation
3
Japan
3
Schätzung
3
Stochastischer Prozess
3
Analysis of variance
2
Bewertung
2
Chaos theory
2
Chaostheorie
2
Derivat <Wertpapier>
2
Nichtlineare Dynamik
2
Nonlinear dynamics
2
Stochastic process
2
Stochastisches Modell
2
Swap
2
Varianzanalyse
2
1989-1994
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
15
Article
13
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
8
Working Paper
8
Graue Literatur
5
Non-commercial literature
5
Festschrift
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
28
Author
All
Chiarella, Carl
Vayanos, Dimitri
67
Jouini, Elyès
53
Jarrow, Robert A.
48
Hens, Thorsten
40
Fabozzi, Frank J.
38
Björk, Tomas
36
Longstaff, Francis A.
36
Platen, Eckhard
34
Le Van, Cuong
30
Leistritz, F. Larry
29
Löffler, Andreas
29
Smith, Stuart F.
29
Subrahmanyam, Marti G.
28
Acharya, Viral V.
27
Quiggin, John
26
Claessens, Stijn
25
Irwin, Scott H.
25
Lochstoer, Lars A.
25
Napp, Clotilde
25
Bangsund, Dean A.
24
Chambers, Robert G.
24
Chernov, Mikhail
23
LaDue, Eddy L.
23
Pelsser, Antoon André Jean
23
Sandmann, Klaus
23
Casler, George L.
22
Cespa, Giovanni
22
Hautsch, Nikolaus
22
Wittenberg, Eric
22
Aizenman, Joshua
21
Boisdeffre, Lionel de
21
Chichilnisky, Graciela
21
Gromb, Denis
21
Hess, Dieter
21
Kruschwitz, Lutz
21
McAleer, Michael
21
Yang, Zhaojun
21
Zigrand, Jean-Pierre
21
Adam, Klaus
20
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Asia-Pacific financial markets
3
Advances in Pacific Basin financial markets
2
Applied mathematical finance
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Economics Discussion Paper
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Journal of economic dynamics & control
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SpringerLink / Bücher
1
The European journal of finance
1
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
2
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
3
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
4
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
5
A survey of non-linear methods for no-
arbitrage
bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
6
Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad
;
Chiarella, Carl
;
Pham, Toan M.
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
Saved in:
7
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
8
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
9
The jump component of the volatility structure of interest rate futures markets : an international comparison
Chiarella, Carl
;
Tô, Thuy-duong
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1125-1158
Persistent link: https://www.econbiz.de/10001828527
Saved in:
10
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
