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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Anleihe"
~subject:"Stock index"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of asset management
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced bond portfolio management : best practices in modeling and strategies
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A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
3
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
4
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
5
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
Saved in:
6
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384031
Saved in:
7
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253944
Saved in:
8
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
9
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250902
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