//--> //--> //--> //-->
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
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
A simple class of square-root...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Anleihe
6
Bond
6
Interest rate derivative
6
Zinsderivat
6
Derivat
5
Derivative
5
Option pricing theory
5
Optionspreistheorie
5
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Interest rate
2
Simulation
2
Swap
2
USA
2
United States
2
Volatility
2
Volatilität
2
Yield curve
2
Zins
2
Zinsstruktur
2
1983-1990
1
1986-1987
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Commodity exchange
1
Credit derivative
1
Geldmarkt
1
Kreditderivat
1
Mathematical programming
1
Mathematische Optimierung
1
Money market
1
Multivariate Analyse
1
Multivariate analysis
1
Public bond
1
Risiko
1
more ...
less ...
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Language
All
English
18
Undetermined
2
Author
All
Jamshidian, Farshid
18
Zhu, Yu
4
Jamshidian, F.
2
Russell, Robert A.
1
Zhu, Y.
1
Published in...
All
Finance and stochastics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Advances in futures and options research : a research annual
3
Review of futures markets
3
Advanced bond portfolio management : best practices in modeling and strategies
1
Applied mathematical finance
1
Oberwolfach
1
Research in finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
OLC EcoSci
2
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Scenario simulation model for fixed income portfolio risk management
Jamshidian, Farshid
;
Zhu, Yu
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 291-310)
.
2006
Persistent link: https://www.econbiz.de/10003280872
Saved in:
2
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
3
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
Saved in:
4
An analysis of American options
Jamshidian, Farshid
- In:
Review of futures markets
11
(
1993
)
1
,
pp. 72-80
Persistent link: https://www.econbiz.de/10001168685
Saved in:
5
Scenario simulation: theory and methodology
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10001215730
Saved in:
6
Bond, futures and option evaluation in the quadratic interest rate model
Jamshidian, Farshid
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001219287
Saved in:
7
Replication of an option on a bond portfolio
Jamshidian, Farshid
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
Saved in:
8
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
9
Analysis of bonds with imbedded options
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
Saved in:
10
An exact bond option formula
Jamshidian, Farshid
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 205-209
Persistent link: https://www.econbiz.de/10001063237
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->