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subject:"Anleihe"
~institution:"Deutsche Forschungsgemeinschaft"
~institution:"Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Anleihe
Interest rate derivative
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Zinsstruktur
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Deutsche Forschungsgemeinschaft
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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1
A term structure model and the pricing of interest rate derivatives
Sandmann, Klaus
;
Sondermann, Dieter
-
1991
Persistent link: https://www.econbiz.de/10000815479
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2
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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3
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
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