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subject:"Zinsstruktur"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~person:"Hayes, Joshua"
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Zinsstruktur
Benchmark reform
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Economic transition
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Interest rate derivative
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Libor transition
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Option pricing theory
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Stochastischer Prozess
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Systemtransformation
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Yield curve
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Zins
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interest-rate jumps
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Hayes, Joshua
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Journal of banking & finance
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Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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