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subject:"Optionspreistheorie"
~language:"eng"
~type_genre:"Bibliografie enthalten"
~type_genre:"Bibliografie"
~type_genre:"Book section"
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Search: subject_exact:"Zinsswap"
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Optionspreistheorie
Interest rate derivative
92
Zinsderivat
92
Theorie
32
Theory
32
Yield curve
29
Zinsstruktur
29
Public bond
14
USA
14
United States
14
Öffentliche Anleihe
14
Interest rate
12
Option pricing theory
12
Zins
12
Estimation
11
Schätzung
11
Swap
11
Hedging
10
Derivat
8
Derivative
8
Stochastic process
7
Stochastischer Prozess
7
Currency derivative
6
Währungsderivat
6
Portfolio selection
5
Portfolio-Management
5
Anleihe
4
Bond
4
Credit risk
4
Interbank market
4
Interbankenmarkt
4
Interest rate risk
4
Kreditrisiko
4
OTC market
4
OTC-Handel
4
Volatility
4
Volatilität
4
Zinsrisiko
4
Börsenkurs
3
CAPM
3
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Article
10
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2
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Bibliografie enthalten
Bibliografie
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Article in journal
208
Aufsatz in Zeitschrift
208
Graue Literatur
70
Non-commercial literature
70
Arbeitspapier
60
Working Paper
60
Hochschulschrift
19
Thesis
13
Aufsatz im Buch
10
Collection of articles written by one author
5
Forschungsbericht
5
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5
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4
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4
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3
Sammelwerk
3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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English
German
7
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Choudhry, Moorad
2
Fabozzi, Frank J.
2
Grbac, Zorana
2
Mann, Steven V.
2
Amir-Atefi, Keyvan
1
Bianchi, Stephen W.
1
Björk, Tomas
1
D'Souza, Dylan
1
Di Persio, Luca
1
Gartland, William J.
1
Glau, Kathrin
1
Gugole, Nicola
1
Jarrow, Robert A.
1
Krief, David
1
Landén, Camilla
1
Letica, Nicholas C.
1
Meier, Iwan
1
Papapantoleon, Antonis
1
Racheva-Jotova, Borjana
1
Svoboda, Simona
1
Tankov, Peter
1
Wets, Roger J.-B.
1
Yang, Liming
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
The handbook of fixed income securities
2
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Finance
1
Finance and capital markets
1
Financial markets and instruments
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
New methods in fixed income modeling : fixed income modeling
1
Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank
1
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ECONIS (ZBW)
12
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Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
4
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
5
The basics of interest-rate options
Gartland, William J.
;
Letica, Nicholas C.
- In:
The handbook of fixed income securities
,
(pp. 1225-1248)
.
2005
Persistent link: https://www.econbiz.de/10003055301
Saved in:
6
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
7
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
8
Interest rate modelling
Svoboda, Simona
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001794611
Saved in:
9
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
10
On the term structure of futures and forward prices
Björk, Tomas
;
Landén, Camilla
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 111-149)
.
2002
Persistent link: https://www.econbiz.de/10001679437
Saved in:
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