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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
66
Theory
64
Optionspreistheorie
33
Option pricing theory
32
Portfolio selection
32
Portfolio-Management
32
Zinsstruktur
20
Yield curve
19
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15
Derivative
15
Hedging
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Incomplete market
13
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Stochastischer Prozess
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Unvollkommener Markt
13
Volatility
13
Volatilität
13
Zinsderivat
12
Altersvorsorge
11
Retirement provision
11
Interest rate
10
Swap
10
Zins
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Optionsgeschäft
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Option trading
8
Schätzung
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Zinsrisiko
7
CAPM
6
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Interest rate risk
6
Lebensversicherung
6
Life insurance
6
Mathematical programming
6
Mathematische Optimierung
6
Pension fund
6
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English
12
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Pelsser, Antoon André Jean
12
Driessen, Joost
3
Jong, Frank de
3
Kennedy, Joanne
2
Pietersz, Raoul
2
Bouwknegt, Pieter
1
Hunt, Phil J.
1
Hunt, Philip A.
1
Moraleda Novo, Juan Manuel
1
Vorst, Ton
1
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Report / Erasmus Center for Financial Research, Erasmus University
5
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric Institute research papers
1
European finance review : the official journal of the European Finance Association
1
Finance and stochastics
1
Review of derivatives research
1
Springer finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
12
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1
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
2
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
3
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
4
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
5
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
6
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
7
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:
8
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:
9
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
10
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Saved in:
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