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subject:"United Kingdom"
~isPartOf:"International journal of theoretical and applied finance"
~type:"article"
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Search: subject_exact:"Interest rate futures"
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United Kingdom
Interest rate derivative
33
Zinsderivat
33
Yield curve
26
Zinsstruktur
26
Option pricing theory
17
Optionspreistheorie
17
Theorie
14
Theory
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Derivat
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Derivative
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Volatility
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Volatilität
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Interest rate
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Stochastic process
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Stochastischer Prozess
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Swap
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Zins
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Credit risk
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Estimation
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Kreditrisiko
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LIBOR market model
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Risikoprämie
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Risk premium
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Schätzung
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Anleihe
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Bond
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CAPM
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Correlation
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Currency derivative
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Deutschland
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Geldmarkt
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Germany
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Großbritannien
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Währungsderivat
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interest rate derivatives
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Bouchaud, Jean-Philippe
1
Kazemi, Hossein
1
Mahdavi, Mahnaz
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Matacz, Andrew
1
Salazar, Brett
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International journal of theoretical and applied finance
The journal of futures markets
6
Journal of international financial markets, institutions & money
4
Quarterly bulletin / Bank of England
3
The journal of fixed income
3
Review of futures markets
2
Applied financial economics
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Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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Global finance journal
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International journal of business
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International journal of central banking : IJCB
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Journal of international money and finance
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Journal of multinational financial management
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Journal of post-Keynesian economics
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Review of Pacific Basin financial markets and policies
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The Cyprus journal of economics
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The European journal of finance
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The Manchester School
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The economic journal : the journal of the Royal Economic Society
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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2
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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