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subject:"Interest rate derivative"
~person:"Sandmann, Klaus"
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Interest rate derivative
Yield curve
21
Zinsstruktur
21
Theorie
18
Theory
18
CAPM
10
Zinsderivat
10
Option pricing theory
7
Optionspreistheorie
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Sandmann, Klaus
Joshi, Mark S.
12
Chiarella, Carl
10
Schlögl, Erik
10
Schoenmakers, John
9
Akram, Tanweer
8
Bianchetti, Marco
8
Mamun, Khawaja Abdullah al
8
Mercurio, Fabio
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Miltersen, Kristian R.
8
Rebonato, Riccardo
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Herwartz, Helmut
7
Ito, Takayasu
7
White, Alan
7
Björk, Tomas
6
Blaskowitz, Oliver
6
Caspers, Peter
6
Filipović, Damir
6
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6
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6
Sondermann, Dieter
6
Subrahmanyam, Marti G.
6
Trolle, Anders B.
6
Wu, Ting-pin
6
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5
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5
Guirguis, Michel
5
Milas, Costas
5
Papapantoleon, Antonis
5
Scaillet, Olivier
5
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4
Duffie, Darrell
4
Fanelli, Viviana
4
Fang, Victor
4
Grasselli, Martino
4
Henrard, Marc P. A.
4
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4
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4
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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6
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ECONIS (ZBW)
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
3
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
4
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
5
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
6
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
7
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
8
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
Saved in:
9
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
10
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
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