Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("Tasa interés")

Document Type [dt]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Language

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Origin

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 311

  • Page / 13
Export

Selection :

  • and

Persistance des habitudes de consommation et effet de liquidité = Habit persistence, limited participation, liquidity effectAURAY, Stéphane.Annales d'économie et de statistique. 2006, Num 82, pp 129-150, issn 0769-489X, 22 p.Article

Interest rate volatility and the shape of the term structure. DiscussionBROWN, R. H; SCHAEFER, S. M; ROGERS, L. C. G et al.SCHAEFER, S. M; Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 563-576, issn 0962-8428Article

Generalized stable models for financial asset returnsPANORSKA, A. K.Journal of computational and applied mathematics. 1996, Vol 70, Num 1, pp 111-114, issn 0377-0427Article

The generalization of the Geske-formula for compound options to stochastic interest rates is not trivial : A noteFREY, R; SOMMER, D.Journal of applied probability. 1998, Vol 35, Num 2, pp 501-509, issn 0021-9002Article

Multi-factor term structure modelsDUFFIE, D; RUI KAN.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 577-586, issn 0962-8428Article

Capital adequacy guidelines and interest rate swapsLEVIS, M; SUCHAR, V.Omega (Oxford). 1994, Vol 22, Num 5, pp 415-426, issn 0305-0483Article

The gilt market: models and model-based tradingFLAVELL, R; MEADE, N; SALKIN, G et al.The Journal of the Operational Research Society. 1994, Vol 45, Num 4, pp 392-408, issn 0160-5682Article

Modeling the Forward CDS Spreads with JumpsDEWEN XIONG; KOHLMANN, Michael.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 375-402, issn 0736-2994, 28 p.Article

The time consistency of optimal monetary and fiscal policiesALVAREZ, Fernando; KEHOE, Patrick J; NEUMEYER, Pablo Andrés et al.Econometrica. 2004, Vol 72, Num 2, pp 541-567, issn 0012-9682, 27 p.Article

Réseaux bancaires et risques de taux sur les particuliers = Exposure of banking systems to risks of rate in connection with individual costomersKLEINPETER, M.-A; CHAHDOURA, S.Les Cahiers de l'analyse des données. 1997, Vol 22, Num 1, issn 0339-3097, 2, 4, 6, 95-116 [25 p.]Article

Notes de lecture sur F.R. Macaulay (1938) : dynamique des marchés financiersPRAT, G.Journal de la Société de statistique de Paris. 1990, Vol 131, Num 3-4, pp 57-68, issn 0037-914XArticle

Exploring and controlling a bank's interest risk: sensitivity analysis of an asset and liability co-ordination modelMEYER ZU SELHAUSEN, H.European journal of operational research. 1987, Vol 28, Num 3, pp 261-278, issn 0377-2217Article

Mean-variance hedging in continuous-time with stochastic interest rateSEKINE, J.Stochastics and stochastics reports (Print). 1999, Vol 67, Num 1-2, pp 1-16, issn 1045-1129Article

Some risk processes associated to the debt function of a loan with variable interest ratesESQUIVEL, M. L.Zeitschrift für angewandte Mathematik und Mechanik. 1996, Vol 76, pp 419-420, issn 0044-2267, SUP3Conference Paper

Oil futures and spot marketsSAMII, M. V.OPEC review. 1992, Vol 16, Num 4, pp 409-417, issn 0277-0180Article

Immobilien zinskostengüngstig finanzieren = Financement des immeubles à taux d'intérêt avantageux = Convenient interest rates in constructionPIELKE, R.Wärmetechnik (Stuttgart). 1991, Vol 36, Num 5, pp 288-295, issn 0720-3438, 8 p.Article

L'intégration du temps dans l'évaluation des actifs financiers à l'équilibreQuittard-Pinon, François; Augros, Jean-Claude.1988, 556 p.Thesis

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claimsYANG YANG; YUEBAO WANG.Statistics & probability letters. 2010, Vol 80, Num 3-4, pp 143-154, issn 0167-7152, 12 p.Article

Total duration of negative surplus for the risk model with debit interestJINGMIN HE; RONG WU; HUAYUE ZHANG et al.Statistics & probability letters. 2009, Vol 79, Num 10, pp 1320-1326, issn 0167-7152, 7 p.Article

Estimating Intervals of Interest During TV Viewing for Automatic Personal Preference AcquisitionYAMAMOTO, Makoto; NITTA, Naoko; BABAGUCHI, Noboru et al.Lecture notes in computer science. 2006, pp 615-623, issn 0302-9743, isbn 3-540-48766-2, 1Vol, 9 p.Conference Paper

Assessment of abstracts submitted for the 1998 BNMS Annual Meeting : Concordance or lottery?KEMP, P. M; GODDARD, J. R.Nuclear medicine communications. 1999, Vol 20, Num 2, pp 195-198, issn 0143-3636Article

Prêt à taux zéro. Histoire d'un tas de sable = Loan to zero interest rate. Story of a sand heapMOUILLART, M.Habitat et société (Paris). 1999, Num 13, pp 14-18, issn 1270-2749Article

Genetic-based fuzzy models : Interest rate forecasting problemJU, Y. J; KIM, C. E; SHIM, J. C et al.Computers & industrial engineering. 1997, Vol 33, Num 3-4, pp 561-564, issn 0360-8352Conference Paper

A multi-dynamic-factor model for stock returnsNG, V; ENGLE, R. F; ROTHSCHILD, M et al.Journal of econometrics. 1992, Vol 52, Num 1-2, pp 245-266, issn 0304-4076Article

An application of optimal control analysis to the lifecycle modelAIYOSHI, E; MAKI, A.Mathematics and computers in simulation. 1992, Vol 33, Num 5-6, pp 533-538, issn 0378-4754Article

  • Page / 13