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ECONIS (ZBW)
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Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
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2
Firm value and risk management in credit agreements
Marami, Ali
-
2014
Persistent link: https://www.econbiz.de/10011583397
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3
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
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4
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
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5
Time varying risk premium and limited participation in financial markets
Wang, Xuedong
-
2015
Persistent link: https://www.econbiz.de/10011279798
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6
Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina
-
2012
Persistent link: https://www.econbiz.de/10009511784
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7
Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
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8
Macroeconomic news effects in commodity futures and German stock and bond futures markets
Huang, He
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003942888
Saved in:
9
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
Saved in:
10
Libor market models : theory and applications
Glavind Skovmand, David
-
2008
Persistent link: https://www.econbiz.de/10003720445
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