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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatilität"
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Volatilität
Interest rate
3
Interest rate derivative
3
Theorie
3
Theory
3
Volatility
3
Zins
3
Zinsderivat
3
Estimation
2
Schätzung
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Zinsstruktur
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ARCH model
1
ARCH-Modell
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Analysis of variance
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CAPM
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Erwartungsbildung
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Estimation theory
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Expectation formation
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Fälligkeit
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Heteroscedasticity
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Heteroskedastizität
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Induktive Statistik
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Innovation diffusion
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Maturity
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Option pricing theory
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Optionspreistheorie
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Working Paper
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English
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Christiansen, Charlotte
2
Shin Jensen, Malene
1
Svenstrup, Mikkel
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of New York
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Danmarks Nationalbank
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Instituto Valenciano de Investigaciones Económicas
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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School of Economics <Bundoora, Victoria> / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of British Columbia / Finance Division
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Università di Bologna / Dipartimento di Scienze Economiche
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Universität Ulm
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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