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subject:"Anleihe"
~institution:"Deutsche Forschungsgemeinschaft"
~subject:"Interest rate derivative"
~subject:"Yield curve"
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Anleihe
Interest rate derivative
Yield curve
Zinsstruktur
3
Zinsderivat
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CAPM
1
Derivat
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Derivative
1
Financial economics
1
Interest rate
1
Kapitalmarkttheorie
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Option pricing theory
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Sandmann, Klaus
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Sondermann, Dieter
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
269
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of San Francisco
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Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
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International Monetary Fund
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University of Exeter / Department of Economics
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Rodney L. White Center for Financial Research
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World Bank
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Erasmus Research Institute of Management
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Center for Economic Research <Tilburg>
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Goethe-Universität Frankfurt am Main
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ECONIS (ZBW)
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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
Saved in:
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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