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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Portfolio-Management"
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Derivative
Portfolio-Management
Yield curve
69
Zinsstruktur
69
Theorie
61
Theory
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
CAPM
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Credit risk
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Kreditrisiko
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Zero-Bond
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Zero-coupon bond
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Derivat
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
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Probability theory
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Wahrscheinlichkeitsrechnung
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Arbitrage
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Bond
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Hedging
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Portfolio selection
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Jarrow, Robert A.
2
Dermody, Jaime C.
1
Goldammer, Verena
1
Gombani, Andrea
1
Kardaras, Constantinos
1
Lando, David
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Madan, Dilip B.
1
Platen, Eckhard
1
Rockafellar, Ralph Tyrrell
1
Runggaldier, Wolfgang J.
1
Rutkowski, Marek
1
Schmock, Uwe
1
Yu, Fan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
31
Journal of banking & finance
28
The journal of fixed income
15
Journal of financial economics
14
NBER working paper series
14
Applied mathematical finance
12
Review of derivatives research
11
Journal of financial and quantitative analysis : JFQA
9
NBER Working Paper
9
SpringerLink / Bücher
9
The journal of futures markets
9
European journal of operational research : EJOR
8
Europäische Hochschulschriften / 5
8
International review of financial analysis
8
Quantitative finance
8
Research paper series / Swiss Finance Institute
8
The journal of computational finance
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of empirical finance
7
Journal of mathematical finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Springer eBook Collection
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Discussion paper
6
Discussion paper / Centre for Economic Policy Research
6
Economic modelling
6
Finance research letters
6
International review of economics & finance : IREF
6
Journal of money, credit and banking : JMCB
6
Lecture notes in economics and mathematical systems : LNEMS
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Document de travail
5
Finance and stochastics
5
Insurance / Mathematics & economics
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Annals of financial economics
4
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1
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:
2
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:
3
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:
4
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:
5
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
6
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:
7
Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
Saved in:
8
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
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