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:"Stochastic process"
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
LIBOR : Don't Fallback, Step F...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
explicit formula
5
HJM model
4
Yield curve
4
Zinsstruktur
4
Heath-Jarrow-Morton
3
Hull-White model
3
Libor market model
3
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
delivery option
3
delta
3
hedging
3
numerical integration
3
Algorithm
2
Algorithmus
2
Bond future
2
CMS
2
CMS spread
2
Differential equation
2
Differentialgleichung
2
Finanzmathematik
2
G2++
2
Gaussian models
2
HJM one-factor model
2
Inflation bond option
2
Interest rate derivative
2
Jarrow-Yildirim model
2
Mathematical finance
2
Stochastischer Prozess
2
Swaption
2
Zinsderivat
2
analytical formula
2
approximation
2
efficient approximation
2
gamma
2
in-the-model
2
multi-factor model
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Henrard, Marc
2
Hanton, Pierre
1
Published in...
All
International journal of theoretical and applied finance
1
Journal of risk
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewed Libor market model and Gaussian HJM explicit approaches to rolled deposit options
Henrard, Marc
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 95-116
Persistent link: https://www.econbiz.de/10003502689
Saved in:
2
CMS, CMS spreads and similar options in the multi-factor HJM framework
Hanton, Pierre
;
Henrard, Marc
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009685893
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
