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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of futures markets"
~subject:"Anleihe"
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Search: subject_exact:"Zinsdifferenz"
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Anleihe
Yield curve
109
Zinsstruktur
109
Theorie
51
Theory
51
Option pricing theory
31
Optionspreistheorie
31
Volatility
28
Volatilität
28
Stochastic process
25
Stochastischer Prozess
25
USA
22
Interest rate derivative
21
United States
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Zinsderivat
21
Derivat
12
Derivative
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Commodity derivative
8
Estimation
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Forecasting model
8
Interest rate
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Prognoseverfahren
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Rohstoffderivat
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Schätzung
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Swap
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CAPM
7
Capital income
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Kapitaleinkommen
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Zins
7
Bond
6
Martingal
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Martingale
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Option trading
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Optionsgeschäft
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Arbitrage Pricing
5
Arbitrage pricing
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Credit risk
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Kreditrisiko
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Markov chain
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Markov-Kette
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English
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Björk, Tomas
1
Chen, Ren-Raw
1
Hsieh, Pei-Lin
1
Huang, Jeffrey
1
Jiao, Ying
1
Jubinski, Daniel
1
Landén, Camilla
1
Li, Xiaowei
1
Lipton, Amy F.
1
Ma, Chunhua
1
Moreno, Manuel
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Scotti, Simone
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Finance and stochastics
The journal of futures markets
Journal of banking & finance
17
The journal of fixed income
16
Finance research letters
15
NBER working paper series
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of international money and finance
13
International journal of theoretical and applied finance
10
International review of economics & finance : IREF
10
Working paper / National Bureau of Economic Research, Inc.
10
Working papers series / Federal Reserve Bank of San Francisco
10
Discussion papers / CEPR
9
Economic modelling
8
Journal of financial economics
8
Applied economics letters
7
Emerging markets, finance and trade : EMFT
7
NBER Working Paper
7
The review of financial studies
7
Working paper
7
CREATES research paper
6
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Research in international business and finance
6
Staff reports / Federal Reserve Bank of New York
6
Working paper series / European Central Bank
6
Discussion paper
5
Finance and economics discussion series
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Pacific-Basin finance journal
5
Research paper series / Swiss Finance Institute
5
Springer eBook Collection
5
Staff working paper / Bank of Canada
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of corporate finance : contracting, governance and organization
5
Working papers / The Levy Economics Institute
5
Applied economics
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ECONIS (ZBW)
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1
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
2
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Saved in:
3
Equity volatility, bond yields, and yield spreads
Jubinski, Daniel
;
Lipton, Amy F.
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 480-503
Persistent link: https://www.econbiz.de/10010218783
Saved in:
4
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Saved in:
5
Bond pricing in a hidden Markov model of the short rate
Landén, Camilla
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 371-389
Persistent link: https://www.econbiz.de/10001538315
Saved in:
6
Towards a general theory of bond markets
Björk, Tomas
(
contributor
)
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 141-174
Persistent link: https://www.econbiz.de/10001217942
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