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~subject:"Zinsstruktur"
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Zinsstruktur
Volatility
29
Volatilität
29
Option pricing theory
27
Optionspreistheorie
27
Yield curve
21
Commodity derivative
20
Rohstoffderivat
20
Derivat
17
Derivative
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
17
Theory
17
Estimation
14
Schätzung
14
Oil price
12
Ölpreis
12
Hedging
9
Option trading
9
Optionsgeschäft
9
Erdöl
8
Petroleum
8
Australia
7
Interest rate
7
Portfolio selection
7
Portfolio-Management
7
Zins
7
Australien
6
Risiko
6
Risk
6
Stochastic volatility
6
Welt
6
World
6
Bond market
5
Forecasting model
5
Oil market
5
Prognoseverfahren
5
Rentenmarkt
5
Risikoprämie
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Free
14
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Article
7
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6
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English
21
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Nikitopoulos, Christina Sklibosios
13
Chiarella, Carl
8
Sklibosios Nikitopoulos, Christina
8
Platen, Eckhard
6
Schlögl, Erik
5
Chege Maina, Samuel
3
Cheng, Benjamin
3
Alfeus, Mesias
2
Bruti-Liberati, Nicola
2
Kang, Boda
2
Maina, Samuel Chege
2
Overbeck, Ludger
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Prokopczuk, Marcel
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
International journal of theoretical and applied finance
2
Quantitative Finance Research Centre Research Paper
2
Asia-Pacific financial markets
1
Energy economics
1
International journal of economic research
1
Journal of banking & finance
1
Quantitative finance
1
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Research Paper Number 305, Quantitative Finance Research Centre, University of Technology, Sydney
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
21
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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
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2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
4
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009564459
Saved in:
5
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
6
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
- In:
International journal of economic research
10
(
2013
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10010391196
Saved in:
7
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
8
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
9
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Energy economics
88
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Saved in:
10
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
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