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:"Anleihe"
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 simple class of square-root...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Anleihe
Theorie
18
Theory
18
Bond
6
Interest rate derivative
6
Zinsderivat
6
Derivat
5
Derivative
5
Option pricing theory
5
Optionspreistheorie
5
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Interest rate
2
Simulation
2
Swap
2
USA
2
United States
2
Volatility
2
Volatilität
2
Yield curve
2
Zins
2
Zinsstruktur
2
1983-1990
1
1986-1987
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity exchange
1
Credit derivative
1
Geldmarkt
1
Kreditderivat
1
Mathematical programming
1
Mathematische Optimierung
1
Money market
1
Multivariate Analyse
1
Multivariate analysis
1
Public bond
1
Risiko
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
6
Author
All
Jamshidian, Farshid
6
Zhu, Yu
2
Russell, Robert A.
1
Published in...
All
Advances in futures and options research : a research annual
3
Advanced bond portfolio management : best practices in modeling and strategies
1
Research in finance
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Scenario simulation model for fixed income portfolio risk management
Jamshidian, Farshid
;
Zhu, Yu
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 291-310)
.
2006
Persistent link: https://www.econbiz.de/10003280872
Saved in:
2
Analysis of bonds with imbedded options
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
Saved in:
3
An exact bond option formula
Jamshidian, Farshid
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 205-209
Persistent link: https://www.econbiz.de/10001063237
Saved in:
4
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
5
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
Saved in:
6
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
