//--> //--> //--> //-->
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:"Zinsstruktur"
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
Throwing away a billion dollar...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
Theorie
156
Theory
156
USA
117
United States
116
CAPM
57
Portfolio selection
55
Portfolio-Management
55
Risikoprämie
53
Risk premium
53
Volatility
51
Capital income
50
Kapitaleinkommen
50
Volatilität
50
Estimation
43
Schätzung
43
Optionspreistheorie
41
Option pricing theory
40
Credit risk
39
Kreditrisiko
39
Yield curve
37
Börsenkurs
31
Share price
30
Swap
27
Aktienmarkt
24
Stock market
24
Real options analysis
23
Realoptionsansatz
23
Derivat
22
Derivative
22
Welt
22
World
22
Forecasting model
20
Prognoseverfahren
20
Commodity derivative
19
Government securities
19
Rohstoffderivat
19
Staatspapier
19
EU countries
18
EU-Staaten
18
more ...
less ...
Online availability
All
Free
12
Undetermined
3
Type of publication
All
Article
21
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Language
All
English
37
Author
All
Schwartz, Eduardo S.
21
Longstaff, Francis A.
18
Trolle, Anders B.
9
Santa-Clara, Pedro
5
Cortazar, Gonzalo
3
Liu, Jun
3
Mandell, Ravit E.
3
Miltersen, Kristian R.
2
Mithal, Sanjay
2
Neis, Eric
2
Corzo Santamaria, Teresa
1
Fleckenstein, Matthias
1
Jong, Frank de
1
Liedtke, Philip
1
Mayordomo, Sergio
1
Naranjo, Lorenzo F.
1
Nielsen, Lars T.
1
Ortega, Hector
1
Peña Sánchez de Rivera, Juan Ignacio
1
Saá-Requejo, Jesús
1
Sornette, Didier
1
Tapia Figueroa, Claudio Andrés
1
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Published in...
All
NBER working paper series
6
Journal of financial economics
4
NBER Working Paper
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial and quantitative analysis : JFQA
2
The journal of fixed income
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
1
Publications from Department of Management
1
The European journal of finance
1
The energy journal
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
Saved in:
7
Arbitrage and the expectations hypothesis
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
Saved in:
8
The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
Saved in:
9
A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A.
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
Saved in:
10
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->