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subject:"Risiko"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Yield curve"
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Risiko
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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7
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Optionsgeschäft
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Book / Working Paper
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Working Paper
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English
13
Author
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Schmidli, Hanspeter
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
306
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
University of Exeter / Department of Economics
9
Edward Elgar Publishing
7
Australian National University / Faculty of Economics and Commerce
6
Chambre de commerce et d'industrie de Paris
6
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University of Dundee / Department of Economic Studies
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European University Institute / Department of Economics
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Institute of Finance and Accounting <London>
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University of Southampton / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
4
Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
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Springer Fachmedien Wiesbaden
4
State University of New York at Albany / Department of Economics
4
Umeå universitet
4
Centre for Economic Policy Research
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Rodney L. White Center for Financial Research
3
Trinity College Dublin / Department of Economics
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Universität Basel / Institut für Volkswirtschaft
3
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Australian National University / Faculty of Economics
2
Banca d'Italia
2
Bank für Internationalen Zahlungsausgleich
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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ECONIS (ZBW)
13
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1
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
11
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
12
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
13
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
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