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subject:"Zinsstruktur"
~person:"Miltersen, Kristian R."
~subject:"Risk premium"
~subject:"Volatility"
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Zinsstruktur
Risk premium
Volatility
Interest rate derivative
9
Theorie
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Zinsderivat
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Yield curve
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CAPM
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Miltersen, Kristian R.
Chiarella, Carl
14
Hautsch, Nikolaus
12
Joshi, Mark S.
12
Mercurio, Fabio
11
Rebonato, Riccardo
11
Schlögl, Erik
11
Hess, Dieter
10
Sandmann, Klaus
10
Akram, Tanweer
9
Mamun, Khawaja Abdullah al
9
Moraleda Novo, Juan Manuel
9
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9
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8
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8
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Chen, Son-nan
7
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7
Herwartz, Helmut
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Ito, Takayasu
7
Subrahmanyam, Marti G.
7
Upper, Christian
7
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7
Azad, A. S. M. Sohel
6
Bernoth, Kerstin
6
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6
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6
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6
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6
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6
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6
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6
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5
Bhar, Ramaprasad
5
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5
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ECONIS (ZBW)
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
3
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
4
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
Saved in:
5
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
6
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
7
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
8
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
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