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subject:"Kapitaleinkommen"
~person:"Miltersen, Kristian R."
~subject:"Zinsderivat"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
Zinsderivat
Yield curve
11
Zinsstruktur
11
Theorie
9
Theory
9
CAPM
8
Interest rate derivative
8
Option pricing theory
3
Optionspreistheorie
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8
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Miltersen, Kristian R.
Diebold, Francis X.
23
Akram, Tanweer
19
Favero, Carlo A.
15
Campbell, John Y.
14
Li, Canlin
13
Joshi, Mark S.
12
Rebonato, Riccardo
12
Rudebusch, Glenn D.
12
Schlögl, Erik
11
Caporale, Guglielmo Maria
10
Chiarella, Carl
10
Kim, Don H.
10
Sandmann, Klaus
10
Wright, Jonathan H.
10
Durham, J. Benson
9
Goldstein, Robert S.
9
Hamilton, James D.
9
Schoenmakers, John
9
Viceira, Luis M.
9
Zhu, Xiaoneng
9
Ang, Andrew
8
Bianchetti, Marco
8
Chen, Son-nan
8
Ito, Takayasu
8
Mamun, Khawaja Abdullah al
8
Meldrum, Andrew
8
Mercurio, Fabio
8
Piazzesi, Monika
8
Remolona, Eli M.
8
Valente, Giorgio
8
Backus, David
7
Berardi, Andrea
7
Cao, Shuo
7
Christiansen, Charlotte
7
Collin-Dufresne, Pierre
7
Duffee, Greg
7
Filipović, Damir
7
Giannone, Domenico
7
Gnoatto, Alessandro
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Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Annals of finance
1
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1
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1
The journal of finance : the journal of the American Finance Association
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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
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:
3
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:
4
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:
5
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
6
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
7
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
8
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
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