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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Interest rate derivative
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Chacko, George
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Das, Sanjiv
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Advances in futures and options research : a research annual
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
International journal of theoretical and applied finance
7
Applied mathematical finance
6
Finance and stochastics
6
SSE EFI working paper series in economics and finance
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The journal of computational finance
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European journal of operational research : EJOR
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Interest rate modelling after the financial crisis
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International journal of financial engineering
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of mathematical finance
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Bank of Italy Economic Research Paper
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Bloomberg Education and Quantitative Research Paper
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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
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Quantitative Finance, Vol.14, Issue 3, 2014
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Quantitative finance
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Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
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Research report / Graduate School Research Institute Systems, Organisations and Management
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Review of derivatives research
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SFB 649 discussion paper
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Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
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2
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
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3
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
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