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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
178
Theory
178
CAPM
51
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50
Spekulationsblase
50
Derivat
41
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41
Börsenkurs
39
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37
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37
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36
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35
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32
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31
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25
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25
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24
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17
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17
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15
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15
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15
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12
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11
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11
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11
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11
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11
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English
31
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Jarrow, Robert A.
30
Deventer, Donald R. van
3
Lamichhane, Sujan
3
Lando, David
3
Li, Haitao
3
Li, Hao
3
Turnbull, Stuart M.
3
Heath, David C.
2
Hu, May
2
Morton, Andrew J.
2
Roch, Alexandre F.
2
Ye, Xiaoxia
2
Yildirim, Yildiray
2
Cherian, Joseph A.
1
Jacquier, Eric
1
Jarrow, Robert
1
Madan, Dilip B.
1
Ruppert, David
1
Yu, Fan
1
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1
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Annual review of financial economics
3
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
The quarterly journal of finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
31
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1
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
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2
The term structure of interest rates
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 69-96
Persistent link: https://www.econbiz.de/10003924493
Saved in:
3
The zero-lower bound on interest rates : myth or reality?
Jarrow, Robert A.
- In:
Finance research letters
10
(
2013
)
4
,
pp. 151-156
Persistent link: https://www.econbiz.de/10010252360
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4
Forward rate curve smoothing
Jarrow, Robert A.
- In:
Annual review of financial economics
6
(
2014
),
pp. 443-458
Persistent link: https://www.econbiz.de/10010492496
Saved in:
5
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
6
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
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7
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
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8
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
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9
Liquidity risk and the term structure of interest rates
Jarrow, Robert A.
;
Roch, Alexandre F.
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10010500696
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10
A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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