Terms
Co-authors
Related authors
Research data
Click on the author name for her/his data, if available
List of co-authors associated with the respective author. The font size represents the frequency of co-authorship.
Click on a term to reduce result list
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
Nawalkha, Sanjay K. Ferrer, Román González, Cristóbal Zhang, Jun Beliaeva, Natalia Prats, María A. Beliaeva, Natalia A. Beliaeva, Natalia A. Mateo Carreras, Manuel Ballester, Laura Luca, J. Alberto de Beliaeva, Natalia K Prats, Ma. Asunción All co-authors models rate risk model fixed income term structure vector zinsstruktur analysis spain spanien vasicek principal polynomial plus spanish immunization paper free zinsrisiko finanzanalyse generalized pricing options jump new dynamic using component financial valuation used prices fundamental taxonomy exposure performance modeling market tree time preference risikomanagement hedging american extended movements course bond management yield curve extensions bonds portfolio curvature chambers functions cash flow horizon diffusion short option single securities zins anleihe managing challenge riesgo determinants industry explain stability estudio empírico transmisión monetaria simple formulas zero dividend linear derived duration irr institutions increasingly near government
Composed fixed income rate risk term structure yield curve vector models interest rate risk financial analysis principal component income valuation generalized vector new taxonomy dynamic term risk management vasicek ej ej model fundamental models preference free Öffentliche anleihe public bond american rate rate options extended vasicek vasicek model taxonomy dynamic structure models rate exposure component analysis modeling fixed valuation course polynomial duration duration vector spanish bond bond market risk modeling duration models polynomial functions cash flow t^ h^ h^ ^ jump diffusion diffusion tree short rate bond prices single plus income securities risk analysis interest rate portfolio management portfolio selection managing rate risk challenge models hedging hedging rate pricing american options jump jump extended determinants rate exposure spanish using principal analysis explain explain term structure movements movements performance performance stability estudio empírico empírico transmisión transmisión monetaria immunization derived derived polynomial vector spanish financial institutions models fixed models used slope curvature curvature yield weighted averages averages distance maturity cash ^ ^ ^ t^ option prices time inhomogeneous triple plus
Single
INCLUDE
EXCLUDE b
In addition, you can search in EconBiz.de Search EconBiz
Related articles HBS
Clear
Match by: author Name author GND exclude author
RD
Sort by: Relevance Year ↓ Year ↑
Records: 10 25 100 All
Citations loading...
The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Gloria M. Soto Alternative spellings: G. M. Soto Gloria M. Soto Pacheco Biblio: Tätig am Dep. de Economía Aplicada, Univ. de Murcia, Spain
Publishing years Series Working papers / Instituto Valenciano de Investigaciones Económicas (4) Wiley finance (1) Wiley finance series (1) Wiley Finance Ser (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
