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type_genre:"Arbeitspapier"
~person:"Chiarella, Carl"
~subject:"EU-Staaten"
~subject:"Zinsstruktur"
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Search: subject_exact:"Internationale Zinsdifferenz"
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EU-Staaten
Zinsstruktur
Yield curve
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11
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5
Stochastischer Prozess
5
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4
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Optionspreistheorie
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1988-2004
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Chiarella, Carl
Rudebusch, Glenn D.
50
Christensen, Jens H. E.
45
Akram, Tanweer
27
Favero, Carlo A.
27
Krippner, Leo
25
Diebold, Francis X.
23
Gollier, Christian
23
Kaminska, Iryna
21
Chernov, Mikhail
20
Thornton, Daniel L.
20
Wright, Jonathan H.
20
Afonso, António
18
Filipović, Damir
18
Bekaert, Geert
17
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Monfort, Alain
17
Bauer, Michael D.
16
Carriero, Andrea
16
Gouriéroux, Christian
16
Mönch, Emanuel
16
Bacchetta, Philippe
15
Kim, Don H.
15
Renne, Jean-Paul
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Meldrum, Andrew
14
Swanson, Eric T.
14
Vayanos, Dimitri
14
Andreasen, Martin Møller
13
Campbell, John Y.
13
Joshi, Mark S.
13
Lemke, Wolfgang
13
Schlögl, Erik
13
Svensson, Lars E. O.
13
Wei, Min
13
Binsbergen, Jules H. van
12
D'Amico, Stefania
12
Moreira, Ajax
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
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ECONIS (ZBW)
22
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1
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
2
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
Saved in:
3
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
4
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
5
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
8
The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
9
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
10
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
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