//--> //--> //-->
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:"Jäckel, Peter"
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
Rapid and accurate development...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Jäckel, Peter
Joshi, Mark S.
73
Joshi, Mark
30
Chan, Jiun Hong
17
Beveridge, Christopher
13
Tang, Robert
11
Chao Yang
9
Yang, Chao
6
Denson, Nick
5
Rebonato, Riccardo
5
Zhu, Dan
5
Fries, Christian P.
4
JOSHI, MARK
4
Kainth, Dherminder
3
Kwon, Oh Kang
3
Stacey, Alan
3
Beveridge, Chris J.
2
Chen, Ting
2
Melin, Lionel
2
Wiguna, Alexander
2
Wright, Will M.
2
Ametrano, Ferdinando
1
Ametrano, Ferdinando M.
1
BEVERIDGE, CHRISTOPHER
1
Chan, Juin Hong
1
Denson, Nicholas
1
Downes, Andrew
1
Hunter, Chris
1
Joshi, Mark Suresh
1
Kwok, Chun Fung
1
Leung, Terence
1
Leung, Terence S.
1
Liesch, Lorenzo
1
O'Kane, Dominic
1
Paterson, Jane
1
Paterson, Jane M.
1
Pitt, David C.
1
Stacey, Alan M.
1
Staunton, Mike
1
TANG, ROBERT
1
more ...
less ...
Published in...
All
Risk : managing risk in the world's financial markets
1
Source
All
OLC EcoSci
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rates: Getting the drift An investigation of the predictor-corrector method - an alternative to conventional Euler-stepping in BGM model Monte Carlo simulations.
Hunter, Chris
;
Jäckel, Peter
;
Joshi, Mark
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
7
,
pp. 81-86
Persistent link: https://www.econbiz.de/10007042218
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->