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type_genre:"Aufsatz im Buch"
~subject:"Stochastic process"
~subject:"Öffentliche Anleihe"
~type_genre:"Collection of articles written by one author"
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Stochastic process
Öffentliche Anleihe
Interest rate derivative
116
Zinsderivat
116
Theorie
44
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44
Yield curve
36
Zinsstruktur
36
USA
23
United States
23
Option pricing theory
18
Optionspreistheorie
18
Public bond
17
Estimation
14
Schätzung
14
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Aufsatz im Buch
Collection of articles written by one author
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177
Aufsatz in Zeitschrift
177
Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
42
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42
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Hochschulschrift
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Carabini, Christopher E.
2
Dale, Charles J.
2
Grbac, Zorana
2
Rendleman, Richard J.
2
Vignola, Anthony J.
2
Amin, Ahsan
1
Amir-Atefi, Keyvan
1
Bessler, Wolfgang
1
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1
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1
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1
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1
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1
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1
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1
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Krief, David
1
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1
Landén, Camilla
1
Mayerson, Robert
1
Mercurio, Fabio
1
Morgan, George Emir
1
O'Neill, Michael
1
Papapantoleon, Antonis
1
Preuß, Andreas
1
Racheva-Jotova, Borjana
1
Rentzler, Joel Conrad
1
Resnick, Bruce G.
1
Schneeweis, Thomas
1
Söderström, Ulf
1
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Selected writings on futures markets : explorations in financial futures markets
6
Interest rate futures : concepts and issues
3
Interest rate modelling after the financial crisis
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
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
Financial markets and instruments
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
Monetary policy under uncertainty
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
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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
A neuro-evolutionary approach for interest rate modelling
Bradley, Robert
;
Brabazon, Anthony
;
O'Neill, Michael
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 75-93)
.
2009
Persistent link: https://www.econbiz.de/10009515158
Saved in:
7
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:
8
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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9
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
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10
Elektronischer Handel versus Parketthandel : der Wechsel in der Marktführung im Bund-Future-Handel von der LIFFE zur DTB Eurex
Bessler, Wolfgang
;
Book, Thomas
;
Preuß, Andreas
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 157-186)
.
2006
Persistent link: https://www.econbiz.de/10003561421
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