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type_genre:"Aufsatz im Buch"
~subject:"Optionspreistheorie"
~type_genre:"Bibliografie enthalten"
~type_genre:"Book review"
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Optionspreistheorie
Interest rate derivative
137
Zinsderivat
137
Theorie
57
Theory
57
Yield curve
36
Zinsstruktur
36
Deutschland
23
Germany
23
Derivat
22
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22
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19
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17
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17
Estimation
15
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15
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15
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15
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15
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14
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13
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Zinsrisiko
12
Zinstermingeschäft
10
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8
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8
Volatilität
8
Währungsderivat
8
Zinsoption
8
Risikomanagement
7
Stochastic process
7
Stochastischer Prozess
7
Bank
6
Bank risk
6
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6
Zinsänderungsrisiko
6
Anleihe
5
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5
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Aufsatz im Buch
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206
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206
Graue Literatur
76
Non-commercial literature
76
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37
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31
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7
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Choudhry, Moorad
2
Fabozzi, Frank J.
2
Grbac, Zorana
2
Mann, Steven V.
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Amir-Atefi, Keyvan
1
Bianchi, Stephen W.
1
Björk, Tomas
1
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1
D'Souza, Dylan
1
Das, Sanjiv R.
1
Di Persio, Luca
1
Freisleben, Bernd
1
Gartland, William J.
1
Glau, Kathrin
1
Gugole, Nicola
1
Heitmann, Frank
1
Jarrow, Robert A.
1
Krief, David
1
Landén, Camilla
1
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1
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1
Meier, Iwan
1
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1
Papapantoleon, Antonis
1
Racheva-Jotova, Borjana
1
Rebonato, Riccardo
1
Ripper, Klaus
1
Rudolf, Markus
1
Schmidt, Andreas
1
Tankov, Peter
1
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1
Uhrig-Homburg, Marliese
1
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Gabler Edition Wissenschaft
2
The handbook of fixed income securities
2
Beiträge zur betriebswirtschaftlichen Forschung
1
Bewertung und Einsatz von Finanzderivaten
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
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirische Wirtschafts- und Sozialforschung
1
Finance
1
Financial markets and instruments
1
Journal of economic literature
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
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
New methods in fixed income modeling : fixed income modeling
1
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
1
Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank
1
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ECONIS (ZBW)
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Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
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
Saved in:
3
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:
4
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
5
Derivatebewertung mit dem LIBOR-Marktmodell
Muck, Matthias
;
Rudolf, Markus
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 453-472)
.
2006
Persistent link: https://www.econbiz.de/10003236939
Saved in:
6
The basics of interest-rate options
Gartland, William J.
;
Letica, Nicholas C.
- In:
The handbook of fixed income securities
,
(pp. 1225-1248)
.
2005
Persistent link: https://www.econbiz.de/10003055301
Saved in:
7
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
8
[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]
Das, Sanjiv R.
- In:
Journal of economic literature
42
(
2004
)
2
,
pp. 528-529
Persistent link: https://www.econbiz.de/10002166536
Saved in:
9
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
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
Saved in:
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