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A simple approach to valuing r...
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Zinsstruktur
Theorie
137
Theory
137
USA
97
United States
95
CAPM
45
Credit risk
37
Kreditrisiko
37
Risikoprämie
37
Risk premium
37
Optionspreistheorie
34
Portfolio selection
34
Portfolio-Management
34
Volatility
34
Yield curve
34
Option pricing theory
33
Volatilität
32
Capital income
28
Kapitaleinkommen
28
Swap
28
Börsenkurs
26
Share price
25
Real options analysis
23
Realoptionsansatz
23
Derivat
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Derivative
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Commodity derivative
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Government securities
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Staatspapier
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EU countries
18
EU-Staaten
18
Kapitalanlage
18
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17
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Öffentliche Anleihe
16
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15
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5
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English
34
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Schwartz, Eduardo S.
21
Longstaff, Francis A.
18
Trolle, Anders B.
9
Cortazar, Gonzalo
3
Liu, Jun
3
Mandell, Ravit E.
3
Miltersen, Kristian R.
2
Mithal, Sanjay
2
Neis, Eric
2
Santa-Clara, Pedro
2
Corzo Santamaria, Teresa
1
Fleckenstein, Matthias
1
Liedtke, Philip
1
Mayordomo, Sergio
1
Naranjo, Lorenzo F.
1
Ortega, Hector
1
Peña Sánchez de Rivera, Juan Ignacio
1
Tapia Figueroa, Claudio Andrés
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National Bureau of Economic Research
6
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6
Journal of financial economics
4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
3
The journal of fixed income
2
The review of financial studies
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
34
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1
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
2
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
3
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
4
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
5
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
6
A general stochastic volatility model for the pricing and forecasting of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003343404
Saved in:
7
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
8
Term-structure estimation in markets with infrequent trading
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Naranjo, Lorenzo F.
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003564026
Saved in:
9
Towards a common Eurozone risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10011301938
Saved in:
10
Credit spreads in illiquid markets : model and implementation
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Tapia …
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
6
,
pp. 53-72
Persistent link: https://www.econbiz.de/10009721136
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