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type_genre:"Arbeitspapier"
~person:"Schlögl, Erik"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
8
Derivative
8
Option pricing theory
7
Optionspreistheorie
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4
Interest rate derivative
4
Rohstoffderivat
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Yield curve
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Petroleum
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stochastic interest rates
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Bewertung
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Commodity exchange
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Derivat <Wertpapier>
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Energy derivatives
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Schlögl, Erik
Broll, Udo
18
Härdle, Wolfgang
15
Wolfers, Justin
15
Gouriéroux, Christian
14
Korn, Olaf
14
McAleer, Michael
13
Pelizzon, Loriana
12
Platen, Eckhard
12
Zitzewitz, Eric
10
Acharya, Viral V.
9
Burnside, Craig
9
Chang, Chia-Lin
9
Eichenbaum, Martin S.
9
Rebelo, Sérgio
9
Schöbel, Rainer
9
Bühler, Wolfgang
8
Gagliardini, Patrick
8
Gürkaynak, Refet S.
8
Howison, Sam
8
Joshi, Mark S.
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Crouhy, Michel
7
Gannon, Gerard L.
7
López Cabrera, Brenda
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Monfort, Alain
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Ongena, Steven
7
Prokopczuk, Marcel
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Puttonen, Vesa
7
Stulz, René M.
7
Theissen, Erik
7
Wagner, Wolf
7
Willems, Bert
7
Wright, Jonathan H.
7
Chan-Lau, Jorge A.
6
Duffie, Darrell
6
Getmansky, Mila
6
Gündüz, Yalın
6
Kräussl, Roman
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
5
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
6
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
7
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
8
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
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