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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
32
Theory
32
Portfolio selection
18
Portfolio-Management
18
Stochastic process
16
Stochastischer Prozess
16
Yield curve
10
Control theory
7
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7
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7
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7
CAPM
6
Hedging
6
Incomplete information
6
Derivat
5
Derivative
5
Interest rate
5
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5
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5
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4
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4
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Zins
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3
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Finanzmarkt
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Markov-Kette
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Mathematical finance
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Partial information
3
Probability theory
3
Unvollkommener Markt
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Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
growth optimal portfolio
3
term structure of interest rates
3
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English
10
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Runggaldier, Wolfgang J.
10
Björk, Tomas
3
Gombani, Andrea
3
Kabanov, Jurij M.
3
Chiarella, Carl
1
DiMasi, Giovanni
1
Fontana, Claudio
1
Grbac, Zorana
1
Jaschke, Stefan R.
1
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Ekonomiska forskningsinstitutet <Stockholm>
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Working paper series in economics and finance
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematics
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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1
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ECONIS (ZBW)
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Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
2
Bond market structure in the presence of marked point processes
Björk, Tomas
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
Saved in:
3
Bond markets where prices are driven by a general marked point process
Björk, Tomas
;
Kabanov, Jurij M.
;
Runggaldier, Wolfgang J.
-
1995
Persistent link: https://www.econbiz.de/10000928616
Saved in:
4
On multicurve models for the term structure
Morino, Laura
;
Runggaldier, Wolfgang J.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 275-290)
.
2014
Persistent link: https://www.econbiz.de/10011286581
Saved in:
5
On filtering in Markovian term structure models (an approximation approach)
Chiarella, Carl
;
Pasquali, Sara
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732804
Saved in:
6
A filtering approach to pricing in multifactor term structure models
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 303-320
Persistent link: https://www.econbiz.de/10001578740
Saved in:
7
A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea
;
Jaschke, Stefan R.
;
Runggaldier, …
-
Weierstraß-Institut für Angewandte Analysis und Stochastik
-
2002
Persistent link: https://www.econbiz.de/10001802389
Saved in:
8
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
9
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
10
Interest rate modeling : post-crisis challenges and approaches
Grbac, Zorana
;
Runggaldier, Wolfgang J.
-
2015
Persistent link: https://www.econbiz.de/10011699700
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