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type_genre:"Arbeitspapier"
~person:"Bacchetta, Philippe"
~person:"Joshi, Mark S."
~subject:"Yield curve"
~type_genre:"Book section"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Zinsstruktur
28
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Bacchetta, Philippe
Joshi, Mark S.
Rudebusch, Glenn D.
52
Christensen, Jens H. E.
46
Favero, Carlo A.
31
Akram, Tanweer
27
Krippner, Leo
25
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23
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23
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22
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21
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20
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20
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Afonso, António
18
Filipović, Damir
18
Monfort, Alain
18
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17
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Mönch, Emanuel
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Bauer, Michael D.
16
Carriero, Andrea
16
Gouriéroux, Christian
16
Renne, Jean-Paul
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Kim, Don H.
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Sarno, Lucio
15
Van Wincoop, Eric
15
Lemke, Wolfgang
14
Meldrum, Andrew
14
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Vayanos, Dimitri
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13
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13
Dewachter, Hans
13
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13
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ECONIS (ZBW)
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Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
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2
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
Wiguna, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009153351
Saved in:
3
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
-
2010
Persistent link: https://www.econbiz.de/10008806569
Saved in:
4
Fast Greeks for Markov-functional models using adjoint PDE methods
Denson, Nick
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806570
Saved in:
5
Fast Monte-Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806613
Saved in:
6
Monte Carlo market Greeks in the displaced diffusion LIBOR market model
Joshi, Mark S.
;
Kwon, Oh Kang
-
2010
Persistent link: https://www.econbiz.de/10008806615
Saved in:
7
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806621
Saved in:
8
Comparing discretisations of the libor market model in the spot measure
Beveridge, Christopher
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797790
Saved in:
9
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
10
Random walk expectations and the forward discount puzzle
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2007
Persistent link: https://www.econbiz.de/10003425015
Saved in:
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