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person:"Rutkowski, Marek"
~person:"Broll, Udo"
~subject:"Euromarkt"
~subject:"Optionspreistheorie"
~subject:"Theory"
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Rutkowski, Marek
Broll, Udo
Schlögl, Erik
13
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12
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12
Rebonato, Riccardo
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International journal of theoretical and applied finance
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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
Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo
;
Jaenicke, Johannes
- In:
Swiss journal of economics and statistics
136
(
2000
)
2
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001498531
Saved in:
3
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
- In:
Risk management : challenge and opportunity : with 37 …
,
(pp. 213-227)
.
2000
Persistent link: https://www.econbiz.de/10001496196
Saved in:
4
Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo
;
Jaenicke, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001463533
Saved in:
5
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
-
2000
Persistent link: https://www.econbiz.de/10001463534
Saved in:
6
Interest rate futures and bank hedging
Broll, Udo
;
Guinnane, Timothy
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001411495
Saved in:
7
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
8
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
9
Zinsänderungsrisiken : optimaler Einsatz von Futures beim Risikomanagement der Banken
Broll, Udo
;
Jaenicke, Johannes
-
1998
Persistent link: https://www.econbiz.de/10013428233
Saved in:
10
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
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