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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of banking & finance"
~person:"Subrahmanyam, Marti G."
~subject:"Theorie"
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Estimation theory
Schätzung
Theorie
Theory
5
Interest rate derivative
3
Zinsderivat
3
Option pricing theory
2
Optionspreistheorie
2
Aktienmarkt
1
Börsenkurs
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Derivative
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Hedging
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Interest rate
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Subrahmanyam, Marti G.
Sarkar, Sudipto
8
Duan, Jin-Chuan
7
Faff, Robert W.
7
Saunders, Anthony
7
Shackleton, Mark B.
7
Berger, Allen N.
6
Branger, Nicole
6
Levy, Haim
6
Prokopczuk, Marcel
6
Sercu, Piet
6
Allen, Linda
5
Altman, Edward I.
5
Chung, Kee H.
5
Crouhy, Michel
5
Fabozzi, Frank J.
5
Nawalkha, Sanjay K.
5
Prisman, Eliezer Zeev
5
Uhrig-Homburg, Marliese
5
Ebrahim, Muhammed Shahid
4
Elton, Edwin J.
4
Gouriéroux, Christian
4
Gruber, Martin Jay
4
Hollstein, Fabian
4
Jarrow, Robert A.
4
Klein, Peter
4
Lioui, Abraham
4
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4
Nishihara, Michi
4
Okunev, John
4
Post, Thierry
4
Samartín Sáenz, Margarita
4
Santomero, Anthony M.
4
Santos, João A. C.
4
Shibata, Takashi
4
Thakor, Anjan V.
4
Wu, Chunchi
4
Alexander, Carol
3
Alexander, Gordon J.
3
Bali, Turan G.
3
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Journal of banking & finance
SAFE working paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The review of financial studies
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
European financial management : the journal of the European Financial Management Association
2
NYU Working Paper
2
The Geneva papers on risk and insurance theory
2
Australian journal of management
1
Banking review
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Business review / Federal Reserve Bank of Philadelphia
1
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
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1
Essays in financial economics in memory of Irwin Friend
1
European finance review : the official journal of the European Finance Association
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Europäische Integration und globaler Wettbewerb
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HKIMR Working Paper
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IFA working paper
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Restoring financial stability : how to repair a failed system
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Working paper / European Institute for Advanced Studies in Management
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ECONIS (ZBW)
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1
A tale of two prices : liquidity and asset prices in multiple markets
Chan, Justin S. P.
;
Hong, Dong
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003733773
Saved in:
2
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
3
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
4
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
5
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
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