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subject:"Yield curve"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Wu, Ping"
~subject:"Zins"
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Yield curve
Zins
CMS range notes
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Interest rate derivative
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LIBOR market model
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Option pricing theory
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Zinsderivat
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Wu, Ping
Mi, Yanhui
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International journal of financial engineering
Journal of international financial markets, institutions & money
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Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
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