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~type_genre:"Aufsatz im Buch"
~subject:"Yield curve"
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Search: "Option pricing theory"
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Yield curve
Option pricing theory
524
Optionspreistheorie
524
Theorie
222
Theory
222
Stochastic process
92
Stochastischer Prozess
92
Volatility
86
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86
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78
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78
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66
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66
Black-Scholes model
45
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45
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38
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36
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36
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32
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32
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28
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25
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23
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23
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19
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18
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16
Mathematische Optimierung
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Aufsatz im Buch
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127
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Elliott, Robert J.
2
Fabozzi, Frank J.
2
Grbac, Zorana
2
Amir-Atefi, Keyvan
1
Benth, Fred Espen
1
Bianchi, Stephen W.
1
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1
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1
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1
Büsing, Christine
1
Chen, Mark Ke
1
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1
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1
Di Persio, Luca
1
Dym, Steven I.
1
Frühwirth, Manfred
1
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1
Gugole, Nicola
1
Hoek, John van der
1
Krief, David
1
Landén, Camilla
1
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1
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1
Papapantoleon, Antonis
1
Poon, Ser-Huang
1
Racheva-Jotova, Borjana
1
Rogers, Leonard C. G.
1
Siu, Tak Kuen
1
Sosa, Andrés
1
Sögner, Leopold
1
Tankov, Peter
1
Wets, Roger J.-B.
1
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
New methods in fixed income modeling : fixed income modeling
2
Bewertung und Einsatz von Finanzderivaten
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Handbook of research methods and applications in empirical finance
1
Investment management and financial management
1
Risikomanagement
1
The handbook of fixed income securities
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
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The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
Saved in:
7
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
8
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
9
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
10
Bewertung der Zinsgarantie in der Lebensversicherung
Büsing, Christine
- In:
Risikomanagement
,
(pp. 1-36)
.
2005
Persistent link: https://www.econbiz.de/10003339283
Saved in:
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