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person:"Arak, Marcelle V."
~isPartOf:"The journal of fixed income"
~person:"Mercurio, Fabio"
~person:"White, Alan"
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1999
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Estimation
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Interest rate derivative
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Schätzung
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United States
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Arak, Marcelle V.
Mercurio, Fabio
White, Alan
Ap Gwilym, Owain
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Brown, Rob
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Fang, Victor
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Ho, Thomas S. Y.
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In, Francis Haeuck
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The journal of fixed income
The journal of futures markets
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Advances in futures and options research : a research annual
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Discussion paper / Tinbergen Institute
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Journal of investment management : JOIM
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Bloomberg Education and Quantitative Research Paper
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Interest rate futures : concepts and issues
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Interest rate modelling after the financial crisis
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International journal of theoretical and applied finance
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Report / Erasmus Center for Financial Research, Erasmus University
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Selected writings on futures markets : explorations in financial futures markets
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Springer Finance
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Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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