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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik"
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Search: subject_exact:"Zinsswap"
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Optionspreistheorie
Interest rate derivative
23
Zinsderivat
23
Theorie
18
Theory
18
Option pricing theory
16
Yield curve
12
Zinsstruktur
12
Stochastic process
7
Stochastischer Prozess
7
Arbitrage Pricing
5
Arbitrage pricing
5
Derivat
4
Derivative
4
Volatility
4
Volatilität
4
Interest rate
3
Zins
3
Martingal
2
Martingale
2
Option trading
2
Optionsgeschäft
2
Affine processes
1
Anleihe
1
Asset swap
1
Basis swap
1
Bid-ask prices
1
Bid-ask spread
1
Bond
1
Capital income
1
Caps
1
Correlation
1
Cost of capital
1
Cost of funding
1
Currency derivative
1
Discount margin
1
Euromarkets
1
Euromarkt
1
Expansion series
1
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1
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Non-commercial literature
5
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English
16
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Schoenmakers, John
4
Coffey, Brian
2
Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Baviera, Roberto
1
Belomestny, Denis
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Cuchiero, Christa
1
Fontana, Claudio
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Goldberg, Lisa
1
Goldys, Beniamin
1
Gombani, Andrea
1
Jamshidian, Farshid
1
Kolodko, Anastasia
1
Kurbanmuradov, O.
1
Lapeyre, Bernard
1
Mashele, Hopolang Phillip
1
Mehalla, Sophian
1
Musiela, Marek
1
Rutkowski, Marek
1
Sabelfeld, K.
1
Schoenmakers, John G. M.
1
Sonono, Masimba Energy
1
Vargiolu, Tiziano
1
Zhao, Xiaoliang
1
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
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Finance and stochastics
Finance research letters
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
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4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Europäische Hochschulschriften / 5
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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1
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
4
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
5
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
6
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
Saved in:
7
Stable implied calibration of a multi-factor LIBOR model via semi-parametric correlation structure
Schoenmakers, John
(
contributor
);
Coffey, Brian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544421
Saved in:
8
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10001486621
Saved in:
9
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
Saved in:
10
Invariant measures for the Musiela equation with deterministic diffusion term
Vargiolu, Tiziano
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 483-492
Persistent link: https://www.econbiz.de/10001412198
Saved in:
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