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:"Derivat"
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
Pricing Swaptions and Coupon B...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
62
Theory
60
Optionspreistheorie
34
Option pricing theory
33
Portfolio selection
29
Portfolio-Management
29
Zinsstruktur
20
Yield curve
19
Derivative
16
Hedging
16
Incomplete market
14
Unvollkommener Markt
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Volatilität
13
Altersvorsorge
12
Interest rate derivative
12
Retirement provision
12
Zinsderivat
12
Interest rate
10
Swap
10
Zins
10
Optionsgeschäft
9
Option trading
8
Schätzung
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Pension fund
7
Pensionskasse
7
Lebensversicherung
6
Life insurance
6
Zinsrisiko
6
Actuarial mathematics
5
Betriebliche Altersversorgung
5
CAPM
5
Capital income
5
EU-Staaten
5
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
11
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
16
Author
All
Pelsser, Antoon André Jean
12
Driessen, Joost
4
Jong, Frank de
4
Pelsser, Antoon
4
Bragt, David van
3
Balter, Anne
2
Francke, Marc
2
Kennedy, Joanne
2
Balter, Anne G.
1
Bouwknegt, Pieter
1
Francke, Marc K.
1
Hunt, Phil J.
1
Hunt, Philip A.
1
Kramer, Bert
1
Kramer, Bodine
1
Pietersz, Raoul
1
Singor, Stefan N.
1
more ...
less ...
Published in...
All
Report / Erasmus Center for Financial Research, Erasmus University
4
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
European finance review : the official journal of the European Finance Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Netspar Discussion Paper
1
ORTEC Technical Paper
1
Review of derivatives research
1
Springer finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
2
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
3
Risk-neutral valuation of real estate derivatives
Bragt, David van
;
Francke, Marc K.
;
Singor, Stefan N.
; …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011399817
Saved in:
4
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
5
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002700972
Saved in:
6
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
7
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
8
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
9
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
10
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
