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subject:"Germany"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
~subject:"Volatility"
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Germany
CAPM
Volatility
Interest rate derivative
12
Zinsderivat
12
Theorie
9
Theory
9
Yield curve
9
Zinsstruktur
9
Option pricing theory
6
Optionspreistheorie
6
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Swap
3
Credit risk
2
Currency derivative
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Kreditrisiko
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Libor
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Währungsderivat
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Derivat
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LIBOR rate models
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Markov chain
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Markov-Kette
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Theory of interest
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Two-country model
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Zinstheorie
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Zwei-Länder-Modell
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admissibility
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affine models
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affine processes
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analytically tractable models
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conditional Markov chain
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coupon bond options
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credit risk
1
forward price models
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forward swap rate
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market model
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Bélanger, Alain
1
Cotton, Peter
1
Fouque, Jean-Pierre
1
Keller‐Ressel, Martin
1
Kim, Don H.
1
Papanicolaou, George
1
Papapantoleon, Antonis
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Shreve, Steven E.
1
Sircar, Ronnie
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
27
International journal of theoretical and applied finance
11
Advances in futures and options research : a research annual
10
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
The review of financial studies
7
Discussion paper / B
6
Europäische Hochschulschriften / 5
6
Journal of banking & finance
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Die Bank
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Journal of financial economics
5
Review of derivatives research
5
The European journal of finance
5
Working paper
5
CoFE discussion papers
4
Finance and stochastics
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Gabler Edition Wissenschaft
4
Review of futures markets
4
The journal of computational finance
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Applied financial economics
3
Applied mathematical finance
3
Bundesbank Series 1 Discussion Paper
3
Discussion paper
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Publications from Department of Management, Odense University
3
Quantitative finance
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research paper series / Swiss Finance Institute
3
SFB 649 discussion paper
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Working paper series / European Central Bank ; Eurosystem
3
Advances in Pacific Basin financial markets
2
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1
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
2
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
3
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
4
A general framework for pricing credit risk
Bélanger, Alain
;
Shreve, Steven E.
;
Wong, Dennis
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
Saved in:
5
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
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