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source:"econis"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Interest rate derivative"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Interest rate derivative
Yield curve
13
Zinsstruktur
13
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
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Nonlinear regression
2
Option pricing theory
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Optionspreistheorie
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Statistical test
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Zinsderivat
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1993-2002
1
Arbitrage
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CAPM
1
Cointegration
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Credit derivative
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Credit rating
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Credit risk
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Currency derivative
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Denmark
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Dänemark
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Erwartungsbildung
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Estimation theory
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Expectation formation
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Financial economics
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Kapitalmarkttheorie
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Kointegration
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Kreditderivat
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Kreditrisiko
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Kreditwürdigkeit
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Maximum likelihood estimation
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English
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Mikkelsen, Peter
1
Shin Jensen, Malene
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Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
4
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Centre for Economic Policy Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
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Eric Cuvillier <Firma>
1
International Center for Financial Asset Management and Engineering
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Keizai-Sangyō-Kenkyūsho <Tokio>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Chicago / Center for Research in Security Prices
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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World Bank
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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