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type_genre:"Aufsatz im Buch"
~subject:"Anleihe"
~subject:"Stochastic process"
~type_genre:"Collection of articles written by one author"
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Anleihe
Stochastic process
Interest rate derivative
116
Zinsderivat
116
Theorie
44
Theory
44
Yield curve
36
Zinsstruktur
36
USA
23
United States
23
Option pricing theory
18
Optionspreistheorie
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Öffentliche Anleihe
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Estimation
14
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Aufsatz im Buch
Collection of articles written by one author
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Aufsatz in Zeitschrift
87
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29
Non-commercial literature
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Grbac, Zorana
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Amir-Atefi, Keyvan
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Apedjinou, Kodjo Mawuelona
1
Björk, Tomas
1
D'Souza, Dylan
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Feldstein, Sylvan G.
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Glau, Kathrin
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Kenyon, Chris
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Krief, David
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Landers, Patrick
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Interest rate modelling after the financial crisis
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Market functioning and central bank policy
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
The handbook of municipal bonds
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
3
Libor market models with stochastic basis
Mercurio, Fabio
- In:
Interest rate modelling after the financial crisis
,
(pp. 323-368)
.
2013
Persistent link: https://www.econbiz.de/10011456998
Saved in:
4
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
5
Short rate models with stochastic basis and smile
Kenyon, Chris
- In:
Interest rate modelling after the financial crisis
,
(pp. 455-474)
.
2013
Persistent link: https://www.econbiz.de/10011457037
Saved in:
6
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
7
General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
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8
Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
9
Essays in empirical asset pricing
Apedjinou, Kodjo Mawuelona
-
2005
Persistent link: https://www.econbiz.de/10003553254
Saved in:
10
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
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