//--> //--> //--> //-->
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
11
-
20
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
Saved in:
12
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
13
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
Saved in:
14
LIBOR and swap market models and measures
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10001226611
Saved in:
15
Asymptotically optimal portfolios
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 131-150
Persistent link: https://www.econbiz.de/10001184897
Saved in:
16
Commodity option evaluation in the Gaussian futures term structure model
Jamshidian, Farshid
- In:
Review of futures markets
10
(
1992
)
2
,
pp. 324-346
Persistent link: https://www.econbiz.de/10001136965
Saved in:
17
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
18
Bivariate support of forward libor and swap rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 427-443
Persistent link: https://www.econbiz.de/10003752304
Saved in:
19
Scenario Simulation: Theory and methodology
Jamshidian, F.
;
Zhu, Y.
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10008219539
Saved in:
20
LIBOR and swap market models and measures
Jamshidian, F.
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 293-330
Persistent link: https://www.econbiz.de/10008219561
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->