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subject:"Optionspreistheorie"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Anleihe"
~subject:"Schätzung"
~type_genre:"Non-commercial literature"
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Optionspreistheorie
Anleihe
Schätzung
Interest rate derivative
4
Yield curve
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Zinsderivat
4
Zinsstruktur
4
Option pricing theory
3
Theorie
2
Theory
2
Monte Carlo simulation
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Monte-Carlo-Simulation
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Swap
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USA
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Joshi, Mark S.
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Ametrano, Ferdinando M.
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Beveridge, Christopher
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
CoFE discussion papers
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Série de trabalhos para discussão
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BIS working papers
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Discussion paper / Centre for Economic Policy Research
3
Research paper series / Swiss Finance Institute
3
SFB 649 discussion paper
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SSE EFI working paper series in economics and finance
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Working paper
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Berichte des Fraunhofer ITWM
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Bonn Econ Discussion Papers / BGSE
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Research report / Graduate School Research Institute Systems, Organisations and Management
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Temi di discussione del Servizio Studi / Banca d'Italia
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series / Centre for Practical Quantitative Finance
2
Working paper series / European Central Bank ; Eurosystem
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Arbeitsberichte / Hochschule für Bankwirtschaft
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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1
Discussion papers in economics
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Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
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2
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
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3
Interpolation schemes in the displaced-diffusion libor market
Beveridge, Christopher
;
Joshi, Mark S.
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2009
Persistent link: https://www.econbiz.de/10003924341
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