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subject:"Zinsstruktur"
~person:"Scaillet, Olivier"
~subject:"Germany"
~subject:"Risk premium"
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Zinsstruktur
Germany
Risk premium
Interest rate derivative
7
Zinsderivat
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Theorie
5
Theory
5
Yield curve
5
Swap
3
Anreizregulierung
2
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Scaillet, Olivier
Joshi, Mark S.
12
Schlögl, Erik
11
Chiarella, Carl
10
Hautsch, Nikolaus
10
Sandmann, Klaus
10
Upper, Christian
10
Hess, Dieter
9
Schoenmakers, John
9
Werner, Thomas
9
Akram, Tanweer
8
Bianchetti, Marco
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Ito, Takayasu
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Mamun, Khawaja Abdullah al
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Mercurio, Fabio
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Miltersen, Kristian R.
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Rebonato, Riccardo
8
Chen, Son-nan
7
Gerhard, Frank
7
Grbac, Zorana
7
Herwartz, Helmut
7
Subrahmanyam, Marti G.
7
White, Alan
7
Björk, Tomas
6
Blaskowitz, Oliver
6
Caspers, Peter
6
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Lekkos, Ilias
6
Pelsser, Antoon André Jean
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Trolle, Anders B.
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5
Eberlein, Ernst
5
Fang, Victor
5
Guirguis, Michel
5
Milas, Costas
5
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5
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5
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International Center for Financial Asset Management and Engineering
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
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Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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2
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
4
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
5
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
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