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subject:"Anleihe"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Credit and capital markets : Kredit und Kapital"
~type_genre:"Article in journal"
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Anleihe
Yield curve
57
Zinsstruktur
57
Theorie
31
Theory
31
Option pricing theory
21
Optionspreistheorie
21
Derivat
11
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Article in journal
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8
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Bacinello, Anna Rita
1
Baldeaux, Jan
1
Benzschawel, Terry
1
Bermin, Hans-Peter
1
Chen, Xinfu
1
Fu, Liang
1
Fung, Man Chung
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Huang, Ting Ting
1
Humpe, Andreas
1
Ignatieva, Ekaterina
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McMillan, David G.
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Murphy, Austin
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Ortu, Fulvio
1
Platen, Eckhard
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Schmidhammer, Christoph
1
Stucchi, Patrizia
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Sun, Bruce Qiang
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Applied mathematical finance
Credit and capital markets : Kredit und Kapital
Journal of banking & finance
17
The journal of fixed income
16
Finance research letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of international money and finance
13
International journal of theoretical and applied finance
10
International review of economics & finance : IREF
10
Economic modelling
8
Journal of financial economics
8
Applied economics letters
7
Emerging markets, finance and trade : EMFT
7
The review of financial studies
7
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Research in international business and finance
6
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Pacific-Basin finance journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of corporate finance : contracting, governance and organization
5
Applied economics
4
Applied financial economics
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Insurance / Mathematics & economics
4
International journal of bonds and derivatives
4
International journal of forecasting
4
Journal of emerging market finance
4
Journal of empirical finance
4
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of wealth management
4
European journal of operational research : EJOR
3
Finance and stochastics
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ECONIS (ZBW)
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1
Performance of bond ladder strategies : evidence from a period of low interest rates
Schmidhammer, Christoph
- In:
Credit and capital markets : Kredit und Kapital
51
(
2018
)
3
,
pp. 421-443
Persistent link: https://www.econbiz.de/10011948470
Saved in:
2
Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10011555125
Saved in:
3
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
4
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
5
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
6
An empirical analysis of segmented pricing of bond systematic risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
Saved in:
7
Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
Saved in:
8
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
Saved in:
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