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~subject:"Zinsstruktur"
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Zinsstruktur
Simulation
20,352
Optionspreistheorie
14,810
Option pricing theory
14,351
Theorie
11,951
Theory
11,655
Monte Carlo simulation
6,294
Monte-Carlo-Simulation
5,676
Volatilität
4,403
Volatility
4,332
Stochastischer Prozess
4,206
Stochastic process
4,140
Optionsgeschäft
2,916
Option trading
2,899
simulation
2,554
Derivat
2,505
Derivative
2,502
Schätztheorie
2,219
Estimation theory
2,179
Schätzung
1,872
Estimation
1,844
USA
1,737
Portfolio-Management
1,683
United States
1,676
Portfolio selection
1,664
Deutschland
1,462
Hedging
1,329
Prognoseverfahren
1,329
Forecasting model
1,306
Germany
1,278
Markov chain
1,275
Markov-Kette
1,270
Agentenbasierte Modellierung
1,231
Agent-based modeling
1,225
CAPM
1,178
Black-Scholes-Modell
1,129
Mathematische Optimierung
1,099
Mathematical programming
1,096
Black-Scholes model
1,074
Yield curve
1,052
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Free
308
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234
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Article
573
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492
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Article in journal
548
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548
Graue Literatur
173
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173
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154
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148
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59
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49
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22
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22
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16
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16
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13
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11
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10
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10
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10
Sammelwerk
10
Conference paper
9
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9
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7
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7
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7
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5
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4
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4
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2
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2
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1
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1
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1
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1
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1
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1
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English
1,021
German
36
French
4
Spanish
2
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2
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Joshi, Mark S.
21
Schlögl, Erik
17
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Almeida, Caio
8
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Sandmann, Klaus
8
Benth, Fred Espen
7
Fanelli, Viviana
7
Gnoatto, Alessandro
7
Subrahmanyam, Marti G.
7
White, Alan
7
Wystup, Uwe
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Schulmerich, Marcus
6
Weber, Andreas
6
Wu, Ting-pin
6
Belomestny, Denis
5
Chernov, Mikhail
5
Grasselli, Martino
5
Houweling, Patrick
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Renne, Jean-Paul
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Vorst, Ton
5
Wu, Tao L.
5
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National Bureau of Economic Research
5
Centre for Analytical Finance <Århus>
4
Springer Fachmedien Wiesbaden
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of St. Louis
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
1
Technische Universität Kaiserslautern
1
University of Exeter / Department of Economics
1
Verlag Dr. Hut <München>
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Journal of banking & finance
24
The journal of computational finance
24
Applied mathematical finance
23
Finance and stochastics
19
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of fixed income
18
Quantitative finance
17
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
11
Finance research letters
10
Journal of financial economics
9
The review of financial studies
9
SpringerLink / Bücher
8
Working paper
8
Asia-Pacific financial markets
7
Journal of econometrics
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Discussion paper / B
6
Insurance / Mathematics & economics
6
Journal of empirical finance
6
Journal of mathematical finance
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
The North American journal of economics and finance : a journal of financial economics studies
6
Discussion paper / Centre for Economic Policy Research
5
European journal of operational research : EJOR
5
Finance and economics discussion series
5
Journal of economic dynamics & control
5
Mathematics and financial economics
5
Review of quantitative finance and accounting
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working paper series / Centre for Practical Quantitative Finance
5
Annals of finance
4
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Source
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ECONIS (ZBW)
1,054
EconStor
6
USB Cologne (EcoSocSci)
5
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1
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
2
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo
simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
3
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
4
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
5
Robust and accurate Monte Carlo
simulation
of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
6
Efficient
simulation
methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
7
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
9
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
10
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806621
Saved in:
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