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subject:"Germany"
~isPartOf:"Berichte aus der Volkswirtschaft"
~isPartOf:"Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn"
~subject:"Theory"
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Germany
Theory
Interest rate derivative
4
Zinsderivat
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Option pricing theory
3
Optionspreistheorie
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Theorie
3
Yield curve
3
Zinsstruktur
3
Credit risk
2
Deutschland
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Geldmarkt
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Interest rate
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Kreditrisiko
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Money market
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Risikoprämie
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Risk premium
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Volatility
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Volatilität
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Zins
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1991-2002
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1999-2003
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Ankündigungseffekt
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Anleihe
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Announcement effect
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Arbitrage Pricing
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Arbitrage pricing
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Bond
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Bond market
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CAPM
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Country risk
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Currency derivative
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Derivat
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Derivative
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EU countries
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EU-Staaten
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Efficient market hypothesis
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Effizienzmarkthypothese
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German
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Metzner, Günther
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Schönbucher, Philipp J.
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Zühlsdorff, Christian
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Berichte aus der Volkswirtschaft
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
The journal of futures markets
33
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
16
Journal of banking & finance
15
Finance and stochastics
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Europäische Hochschulschriften / 5
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Report / Erasmus Center for Financial Research, Erasmus University
7
Applied mathematical finance
6
Die Bank
6
Gabler Edition Wissenschaft
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
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SFB 649 discussion paper
6
The journal of finance : the journal of the American Finance Association
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Discussion paper / B
5
Finance : revue de l'Association Française de Finance
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Working paper
5
Discussion paper / Tinbergen Institute
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Economics letters
4
Journal of business economics : JBE
4
Journal of financial economics
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
SpringerLink / Bücher
4
The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
BIS working papers
3
Bonn Econ Discussion Papers / BGSE
3
Bundesbank Series 1 Discussion Paper
3
CoFE discussion papers
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ECONIS (ZBW)
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Extended Libor market models with affine and quadratic volatility
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10001667067
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2
A Libor market model with default risk
Schönbucher, Philipp J.
-
2001
Persistent link: https://www.econbiz.de/10001598736
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3
Zinsswaps und ausfallriskante Anleihen in Deutschland
Metzner, Günther
-
2001
Persistent link: https://www.econbiz.de/10001615568
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