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subject:"Yield curve"
~isPartOf:"Discussion paper / B"
~subject:"Derivat"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Derivat
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Interest rate derivative
8
Zinsderivat
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CAPM
6
Zinsstruktur
6
Theorie
5
Theory
5
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Sandmann, Klaus
6
Sondermann, Dieter
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Borries, Daniel von
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
International journal of theoretical and applied finance
27
The journal of futures markets
23
The journal of computational finance
17
Journal of banking & finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The journal of fixed income
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Finance and stochastics
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The journal of finance : the journal of the American Finance Association
10
The review of financial studies
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International journal of financial engineering
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Review of derivatives research
7
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6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Economics letters
5
European journal of operational research : EJOR
5
Europäische Hochschulschriften / 5
5
Journal of international financial markets, institutions & money
5
Report / Erasmus Center for Financial Research, Erasmus University
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Risks : open access journal
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SFB 649 discussion paper
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SSE EFI working paper series in economics and finance
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SpringerLink / Bücher
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Applied economics
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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NBER working paper series
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Research in finance
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ECONIS (ZBW)
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1
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
2
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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3
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:
4
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
5
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
6
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
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