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subject:"Zinsstruktur"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~subject:"Theorie"
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Search: subject_exact:"Differenzialrechnung"
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Zinsstruktur
Theorie
Analysis
6
Mathematical analysis
6
Option pricing theory
4
Optionspreistheorie
4
Theory
4
Stochastic process
3
Stochastischer Prozess
3
Finanzmathematik
2
Spieltheorie
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Yield curve
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Backward stochastic differential Equations
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Credit derivative
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Derivat
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Euler-Maruyama stochastic integral approximation
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HJM (Heath-Jarrow-Morton) model
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Interest rate derivative
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Kontrolltheorie
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Konvexe Optimierung
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Kreditderivat
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Lyapunov function
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Mathematical programming
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Nichtlineare Dynamik
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Nichtlineare Optimierung
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Chiarella, Carl
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Fanelli, Viviana
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Konnov, Igor V.
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Musti, Silvana
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Zhu, Jianwei
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International Symposium on Generalized Convexity, Monotonicity <8, 2005, Varese>
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European journal of operational research : EJOR
Lecture notes in economics and mathematical systems : LNEMS
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15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Insurance / Mathematics & economics
9
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SFB 649 discussion paper
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of mathematical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
2
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
3
Generalized convexity and related topics
Konnov, Igor V.
(
ed.
)
-
2006
Persistent link: https://www.econbiz.de/10003358464
Saved in:
4
Analysis, controllability and optimization of time-discrete systems and dynamical games
Krabs, Werner
;
Pickl, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001787717
Saved in:
5
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
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