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:"Zinsderivat"
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 American options under...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsderivat
Theorie
276
Theory
272
Volatility
89
Volatilität
88
Optionspreistheorie
87
Option pricing theory
86
Yield curve
84
Zinsstruktur
83
Stochastischer Prozess
76
Stochastic process
73
Keynesian economics
43
Keynesianismus
43
Portfolio-Management
42
Portfolio selection
39
CAPM
38
Estimation
37
Schätzung
36
Derivat
32
Derivative
32
Commodity derivative
31
Rohstoffderivat
31
Anlageverhalten
30
Behavioural finance
29
Monetary growth model
29
Monetäre Wachstumstheorie
29
Neoclassical synthesis
29
Neoklassische Synthese
29
Interest rate derivative
28
Business cycle
27
Erwartungsbildung
27
Expectation formation
27
Konjunktur
27
Börsenkurs
26
Share price
26
Chaos theory
25
Chaostheorie
25
Dynamische Wirtschaftstheorie
23
Economic dynamics
23
Konjunkturtheorie
22
more ...
less ...
Online availability
All
Free
12
Undetermined
1
Type of publication
All
Article
14
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Non-commercial literature
9
Aufsatz im Buch
2
Book section
2
Hochschulschrift
2
Thesis
1
more ...
less ...
Language
All
English
28
Author
All
Chiarella, Carl
15
Schlögl, Erik
13
Bhar, Ramaprasad
5
Kwon, Oh Kang
3
Nikitopoulos, Christina Sklibosios
3
Alfeus, Mesias
2
Grasselli, Martino
2
Hassan, Nadima el
2
Kang, Boda
2
Beyna, Ingo
1
Brace, Alan
1
Cheng, Benjamin
1
Chung, In-hwan
1
Dun, Tim
1
Gellert, Karol
1
Ingo, Beyna
1
Karlsson, Patrik
1
McWalter, Thomas A.
1
Pilz, Kay F.
1
Pilz, Kay Frederik
1
Tô, Thuy-duong
1
Van Appel, Jacques
1
Yang, Chang
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
The journal of futures markets
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Journal of economic dynamics & control
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Risks : open access journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
3
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
4
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
5
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
6
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
Saved in:
7
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
8
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
9
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000981246
Saved in:
10
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
