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subject:"Optionspreistheorie"
~person:"Fabozzi, Frank J."
~person:"Sondermann, Dieter"
~subject:"Zinsderivat"
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Optionspreistheorie
Zinsderivat
Yield curve
37
Zinsstruktur
37
Theorie
22
Theory
22
Option pricing theory
9
Interest rate derivative
8
CAPM
7
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5
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5
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4
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3
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2000-2003
1
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English
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Fabozzi, Frank J.
Sondermann, Dieter
Schlögl, Erik
19
Chiarella, Carl
17
Joshi, Mark S.
17
Sandmann, Klaus
16
Filipović, Damir
14
Chen, Son-nan
11
Miltersen, Kristian R.
11
Schoenmakers, John
11
Subrahmanyam, Marti G.
11
White, Alan
11
Mercurio, Fabio
10
Elliott, Robert J.
9
Grbac, Zorana
9
Pelsser, Antoon André Jean
9
Rebonato, Riccardo
9
Akram, Tanweer
8
Beveridge, Christopher
8
Bianchetti, Marco
8
Duffie, Darrell
8
Henrard, Marc P. A.
8
Mamun, Khawaja Abdullah al
8
Wu, Ting-pin
8
Almeida, Caio
7
Benth, Fred Espen
7
Eberlein, Ernst
7
Fanelli, Viviana
7
Grasselli, Martino
7
Herwartz, Helmut
7
Hull, John
7
Ito, Takayasu
7
Jarrow, Robert A.
7
Jong, Frank de
7
Macrina, Andrea
7
Scaillet, Olivier
7
Schwartz, Eduardo S.
7
Takahashi, Akihiko
7
Björk, Tomas
6
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
5
The journal of fixed income
3
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1
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The handbook of fixed income securities
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
14
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1
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
2
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
3
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
4
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
5
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:
6
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
7
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
8
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
9
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:
10
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
Saved in:
1
2
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