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~accessRights:"free"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Série de trabalhos para discussão"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Interest rate derivative
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Zinsderivat
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Zins
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Option trading
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Optionsgeschäft
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Fourier Series
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Vicente, José Valentim Machado
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Almeida, Caio
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Europäische Hochschulschriften / 5
Série de trabalhos para discussão
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Model Development, muRisQ Advisory, March 2022
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Quantitative Finance, Vol.14, Issue 3, 2014
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
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2020
Persistent link: https://www.econbiz.de/10012171315
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2
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
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2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
3
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
4
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
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2008
Persistent link: https://www.econbiz.de/10003822259
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