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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
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Search: subject:"Zinsswap"
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CAPM
Interest rate derivative
73
Zinsderivat
73
Theorie
40
Theory
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40
Zinsstruktur
40
Option pricing theory
28
Optionspreistheorie
28
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16
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12
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12
Volatility
12
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12
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11
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11
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Stochastischer Prozess
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Swap
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6
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5
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Ronn, Ehud I.
2
Bookstaber, Richard M.
1
Bélanger, Alain
1
Cheyette, Oren
1
De Malherbe, Etienne
1
Hull, John
1
Jacob, David P.
1
Jamshidian, Farshid
1
Jordan, James V.
1
Lady, George M.
1
Lady, Jane E.
1
Langsam, Joseph A.
1
Li, Anlong
1
Merville, Larry J.
1
Nielsen, Soren S.
1
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1
Pirjol, Dan
1
Russell, Robert A.
1
Seale, William E.
1
Shreve, Steven E.
1
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1
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Advances in futures and options research : a research annual
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
14
Discussion paper / B
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Europäische Hochschulschriften / 5
4
The journal of fixed income
4
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Publications from Department of Management, Odense University
3
Schriftenreihe der SGZ-Bank
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Working paper
3
Discussion paper series / A / Institute of Economic Research
2
Finance : revue de l'Association Française de Finance
2
Financial engineering and the Japanese markets
2
International journal of financial engineering
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Review of futures markets
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Asia-Pacific financial markets
1
Bank- und finanzwirtschaftliche Forschungen
1
Berichte aus der Volkswirtschaft
1
Credit and capital markets : Kredit und Kapital
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic studies
1
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
European finance review : the official journal of the European Finance Association
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European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
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Journal of economic theory
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Les cahiers de recherche / Centre HEC-ISA
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NBER working paper series
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ECONIS (ZBW)
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1
Explosive behavior in a log-normal interest rate model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
2
A general framework for pricing credit risk
Bélanger, Alain
;
Shreve, Steven E.
;
Wong, Dennis
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
Saved in:
3
Correlation analysis in the libor and swap market model
De Malherbe, Etienne
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 401-426
Persistent link: https://www.econbiz.de/10001682223
Saved in:
4
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
5
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
6
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
7
A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
Saved in:
8
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
9
Pricing options on multiple assets
Cheyette, Oren
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 69-81
Persistent link: https://www.econbiz.de/10001101742
Saved in:
10
An empirical examination of the T-bond futures (call) options markets under conditions of constant and changing variance rates
Merville, Larry J.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 89-118
Persistent link: https://www.econbiz.de/10001339370
Saved in:
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