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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
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Derivative
Yield curve
114
Zinsstruktur
114
Theorie
85
Theory
85
Option pricing theory
51
Optionspreistheorie
51
Interest rate derivative
22
Zinsderivat
22
Volatility
16
Volatilität
16
Stochastic process
13
Stochastischer Prozess
13
Swap
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CAPM
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Derivat
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Credit risk
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Kreditrisiko
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Hedging
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Optionsgeschäft
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Credit derivative
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Currency derivative
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Bessembinder, Hendrik
1
Cadle, John
1
Chiang, Mi-Hsiu
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Chu, Chi Chiu
1
Chuang, Ming-Che
1
Coughenour, Jay F.
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Gombani, Andrea
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Ho, Lan-chih
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Jensen, Malene Shin
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Levendorskij, Sergej Z.
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Li, Libo
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Rutkowski, Marek
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1
Seguin, Paul John
1
Smoller, Margaret Monroe
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
9
The journal of fixed income
9
The journal of futures markets
9
The journal of computational finance
8
Quantitative finance
7
Journal of financial and quantitative analysis : JFQA
6
International review of financial analysis
5
Journal of empirical finance
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Lecture notes in economics and mathematical systems : LNEMS
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
SpringerLink / Bücher
4
Working paper
4
Annual review of financial economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance and stochastics
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
The journal of real estate finance and economics
3
Williams College Economics Department working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advances in futures and options research : a research annual
2
Applied economics letters
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1
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
4
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
5
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
6
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
7
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
8
No-arbitrage approach to pricing credit spread derivatives
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001770080
Saved in:
9
Estimation and hedging with a one-factor Heath-Jarrow-Morton model
Ho, Lan-chih
;
Cadle, John
;
Theobald, Michael
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 49-61
Persistent link: https://www.econbiz.de/10001613583
Saved in:
10
Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik
;
Coughenour, Jay F.
;
Seguin, Paul John
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
Saved in:
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