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subject:"Optionspreistheorie"
~subject:"Share price"
~type_genre:"Forschungsbericht"
~type_genre:"Glossary included"
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Optionspreistheorie
Share price
Yield curve
22
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22
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16
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16
Option pricing theory
6
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5
Interest rate derivative
5
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1999-2010
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Musiela, Marek
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Fischer, Tom
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Goldys, Beniamin
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Kolodko, Anastasia
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May, Angelika
1
Rutkowski, Marek
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Schoenmakers, John
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Schoenmakers, John G. M.
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ECONIS (ZBW)
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1
Stochastic analysis for finance with simulations
Choe, Geon Ho
-
2016
Persistent link: https://www.econbiz.de/10011514499
Saved in:
2
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
3
Simulation of the yield curve : checking a cox-ingersoll-ross model
Fischer, Tom
;
May, Angelika
;
Walther, Brigitte
-
2002
Persistent link: https://www.econbiz.de/10001718852
Saved in:
4
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:
5
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
6
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
Saved in:
7
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000602499
Saved in:
8
Yield curve analysis : the fundamentals of risk and return
Douglas, Livingston G.
-
1988
Persistent link: https://www.econbiz.de/10013477115
Saved in:
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