General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Year of publication: |
2008
|
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Authors: | Ulrich, Maxim |
Subject: | Anleihe | Bond | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Zinsderivat | Interest rate derivative | Geldpolitik | Monetary policy | Risiko | Risk | Modellierung | Scientific modelling | Hedging | Stochastischer Prozess | Stochastic process | Theorie | Theory | Welt | World | Staatsanleihe | Notenbankpolitik | Entscheidung bei Unsicherheit | Zinsoption | Mathematisches Modell |
Description of contents: | Table of Contents [gbv.de] |
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Global trade analysis : modeling and applications
Hertel, Thomas W., (1997)
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Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents
Aoki, Masanao, (2002)
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Long memory in economics : with 50 tables
Teyssière, Gilles, (2006)
- More ...
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Option-implied information: What’s the vol surface got to do with it?
Ulrich, Maxim, (2020)
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Ulrich, Maxim, (2008)
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Implied volatility surfaces: a comprehensive analysis using half a billion option prices
Ulrich, Maxim, (2023)
- More ...