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subject:"Zinsstruktur"
~person:"Eberlein, Ernst"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Zinsstruktur
Interest rate derivative
5
Stochastic process
5
Stochastischer Prozess
5
Zinsderivat
5
Option pricing theory
4
Optionspreistheorie
4
Yield curve
4
Derivat
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Derivative
2
Bootstrap approach
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Bootstrap-Verfahren
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Calibration
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Credit rating
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Credit risk
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HJM
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Hybrid models
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Interest rate
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Interest rate derivatives
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Kreditrisiko
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Kreditwürdigkeit
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Libor
1
Lévy processes
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Markov chain
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Markov-Kette
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Monotonicity of curves
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Multiple-curve bootstrapping
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Multiple-curve model
1
Negative interest rates
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Swap
1
Theorie
1
Theory
1
Time-inhomogeneous Lévy processes
1
Two-price theory
1
Zins
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conditional Markov chain
1
credit risk
1
equity derivatives
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hybrid derivatives
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interest rate derivatives
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Aufsatz in Zeitschrift
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Eberlein, Ernst
Chen, Son-nan
7
Ito, Takayasu
6
Wu, Ting-pin
6
Chiarella, Carl
5
Rebonato, Riccardo
5
Akram, Tanweer
4
Hull, John
4
Lin, Shih-kuei
4
Mamun, Khawaja Abdullah al
4
Subrahmanyam, Marti G.
4
White, Alan
4
Backwell, Alex
3
Brigo, Damiano
3
Chen, Ren-Raw
3
Das, Sanjiv R.
3
Fang, Victor
3
Filipović, Damir
3
Jarrow, Robert A.
3
Joshi, Mark S.
3
Lekkos, Ilias
3
Li, Haitao
3
Milas, Costas
3
Novales, Alfonso
3
Papapantoleon, Antonis
3
Pelsser, Antoon André Jean
3
Schoenmakers, John
3
Skovmand, David
3
Trolle, Anders B.
3
Andersen, Leif B. G.
2
Batten, Jonathan A.
2
Baviera, Roberto
2
Ben-Abdallah, Ramzi
2
Bhar, Ramaprasad
2
Bouchaud, Jean-Philippe
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Branger, Nicole
2
Breton, Michèle
2
Brooks, Robert
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Brown, Rob
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Chan, Wai-Sum
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Applied mathematical finance
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
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ECONIS (ZBW)
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A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
2
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
Saved in:
3
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
4
The Lévy LIBOR model
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10002946685
Saved in:
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