//--> //--> //-->
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
~subject:"1995"
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
Primer : curve stripping with...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
1995
Option pricing theory
4
Optionspreistheorie
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Volatility
3
Interest rate
2
Swap
2
Zins
2
1993-1994
1
Australia
1
Australien
1
CAPM
1
Estimation
1
Finance
1
Großbritannien
1
Hedging
1
Hilbert space
1
Implied volatility
1
Interest rate derivative
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Probability theory
1
Risikomaß
1
Risk measure
1
SOFR
1
Schätzung
1
Stochastic SPDE
1
Stochastisches Modell
1
United Kingdom
1
Wahrscheinlichkeitsrechnung
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Brace, Alan
1
Gatarek, Dariusz
1
Musiela, Marek
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The market model of interest rate dynamics
Brace, Alan
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->