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subject:"Public bond"
~subject:"CAPM"
~type_genre:"Aufsatz im Buch"
~type_genre:"Forschungsbericht"
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Public bond
CAPM
Interest rate derivative
108
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108
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42
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42
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33
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33
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18
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Selected writings on futures markets : explorations in financial futures markets
6
Discussion paper / B
4
Interest rate futures : concepts and issues
3
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Financial markets and instruments
1
Monetary policy under uncertainty
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
Recent research in financial modelling
1
The handbook of fixed income securities
1
The handbook of municipal bonds
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1
A neuro-evolutionary approach for interest rate modelling
Bradley, Robert
;
Brabazon, Anthony
;
O'Neill, Michael
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 75-93)
.
2009
Persistent link: https://www.econbiz.de/10009515158
Saved in:
2
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
3
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
4
Elektronischer Handel versus Parketthandel : der Wechsel in der Marktführung im Bund-Future-Handel von der LIFFE zur DTB Eurex
Bessler, Wolfgang
;
Book, Thomas
;
Preuß, Andreas
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 157-186)
.
2006
Persistent link: https://www.econbiz.de/10003561421
Saved in:
5
Treasury bond futures mechanics and basis valuation
Kim, David T.
- In:
The handbook of fixed income securities
,
(pp. 1201-1223)
.
2005
Persistent link: https://www.econbiz.de/10003055294
Saved in:
6
Predicting monetary policy using federal funds futures prices
Söderström, Ulf
- In:
Monetary policy under uncertainty
,
(pp. 49-80)
.
1999
Persistent link: https://www.econbiz.de/10001440129
Saved in:
7
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
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8
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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9
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
10
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
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