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source:"econis"
~institution:"Erasmus Research Institute of Management"
~subject:"Zinsstruktur"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Zinsstruktur
Yield curve
3
Theorie
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Theory
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Credit risk
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Derivat
1
Derivative
1
Geldpolitisches Ziel
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Inflation expectations
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Messung
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Option pricing theory
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Optionspreistheorie
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Erasmus Research Institute of Management
National Bureau of Economic Research
273
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
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Ekonomiska forskningsinstitutet <Stockholm>
10
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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ERIM report series research in management
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Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
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2
An empirical comparison of default swap pricing models
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658554
Saved in:
3
Macro factors and the term structure of interest rates
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
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