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isPartOf:"Interest rate modelling after the financial crisis"
~language:"eng"
~subject:"Kreditderivat"
~subject:"Stochastic process"
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Kreditderivat
Stochastic process
Interest rate derivative
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Interest rate modelling after the financial crisis
International journal of theoretical and applied finance
7
Applied mathematical finance
6
Finance and stochastics
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SSE EFI working paper series in economics and finance
5
The journal of computational finance
5
European journal of operational research : EJOR
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International journal of financial engineering
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The review of financial studies
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Journal of banking & finance
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Journal of economic dynamics & control
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Bank of Italy Economic Research Paper
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Bloomberg Education and Quantitative Research Paper
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CREATES research paper
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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
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Economic modelling
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FIW working paper
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Indian journal of economics & business : IJEB
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Quantitative Finance, Vol.14, Issue 3, 2014
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Quantitative finance
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Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
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Research report / Graduate School Research Institute Systems, Organisations and Management
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Review of derivatives research
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Review of quantitative finance and accounting
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Risks : open access journal
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SFB 649 discussion paper
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Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
Persistent link: https://www.econbiz.de/10011456985
Saved in:
2
Libor market models with stochastic basis
Mercurio, Fabio
- In:
Interest rate modelling after the financial crisis
,
(pp. 323-368)
.
2013
Persistent link: https://www.econbiz.de/10011456998
Saved in:
3
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
4
Short rate models with stochastic basis and smile
Kenyon, Chris
- In:
Interest rate modelling after the financial crisis
,
(pp. 455-474)
.
2013
Persistent link: https://www.econbiz.de/10011457037
Saved in:
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