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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~subject:"EU-Staaten"
~subject:"Interest rate derivative"
~type_genre:"Aufsatz im Buch"
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EU-Staaten
Interest rate derivative
Yield curve
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Zinsstruktur
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Derivat
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Affine LIBOR models
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Grbac, Zorana
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Glau, Kathrin
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Interest rate modelling after the financial crisis
8
Developments in macro-finance Yield curve modelling
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Interest rate differentials, capital mobility and devaluation expectations
2
New methods in fixed income modeling : fixed income modeling
2
A new measure of competition in the financial industry : the performance-conduct-structure indicator
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Aftermath of financial crises and natural disasters on public budgets
1
Analytical models for financial modeling and risk management
1
Application of operations research to financial markets
1
Bewertung und Einsatz von Finanzderivaten
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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 models and their applications in emerging markets
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
Econometric analysis of financial markets
1
Econometric measures of financial risk in high dimensions
1
Economies et sociétés ; 44,5
1
Essays on interest rates at the lower bound
1
Euro - neues Geld für Europa : Argumente und Fakten zur Europäischen Währungsunion von A bis Z
1
European Monetary Union : legal foundations and economic implications ; session de juillet 1993
1
European Union at the crossroads : a critical analysis of monetary union and enlargement
1
European monetary union : transition, international impact and policy options; with 31 tables
1
European monetary union and capital markets
1
Europäische Währungsunion und Kapitalmärkte
1
Financial markets and instruments
1
Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
Finanzmärkte in Euroland : Funktionsbedingungen und Perspektiven
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Investigating the relationship between the financial and real economy
1
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
1
Issues on monetary theory and policy : proceedings of a colloquium in honour of Wolfgang Gebauer ; [... colloquium on May 25, 2004 in Frankfurt ...]
1
Le système monétaire et financier international et sa réforme
1
Market microstructure and nonlinear dynamics : keeping financial crisis in context
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 and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
1
Nouveaux enjeux et nouvelles pratiques de la politique monétaire
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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
Saved in:
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:
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