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subject:"Public bond"
~subject:"CAPM"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
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General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
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2008
Persistent link: https://www.econbiz.de/10003751650
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Three essays on investments
Aragon, George O.
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2005
Persistent link: https://www.econbiz.de/10003908780
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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
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1996
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Rev. version
Persistent link: https://www.econbiz.de/10000946114
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4
Essays on contingent claims pricing
Rindell, Krister
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1994
Persistent link: https://www.econbiz.de/10000900095
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Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
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1994
Persistent link: https://www.econbiz.de/10000916134
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6
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
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1994
Persistent link: https://www.econbiz.de/10013276400
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Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
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1993
Persistent link: https://www.econbiz.de/10000347802
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8
On the stability of lognormal interest rate models
Sandmann, Klaus
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1993
Persistent link: https://www.econbiz.de/10000880242
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