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~isPartOf:"Economic modelling"
~subject:"Optionspreistheorie"
~subject:"Staatspapier"
~type_genre:"Article in journal"
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Optionspreistheorie
Staatspapier
Interest rate derivative
3
Volatility
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Volatilität
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Zinsderivat
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Option pricing theory
2
ARCH model
1
ARCH-Modell
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Anleihe
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Bond options
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Central bank
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Copom meeting
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Financial market
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Hull-White model
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Interest rate swap
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International financial market
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Internationaler Finanzmarkt
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Inverse Fourier transform
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Monetary policy
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Marins, Jaqueline Terra Moura
1
Shen, Yang
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Siu, Tak Kuen
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Vicente, José Valentim Machado
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Economic modelling
The journal of computational finance
19
International journal of theoretical and applied finance
17
The journal of futures markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Advances in Pacific Basin financial markets
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Applied economics
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European journal of operational research : EJOR
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Journal of financial economics
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Journal of mathematical finance
4
Quantitative finance
4
Review of futures markets
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Risks : open access journal
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The journal of fixed income
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Advances in investment analysis and portfolio management : a research annual
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Finance research letters
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Global finance journal
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Applied financial economics
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Financial markets and portfolio management
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International Journal of Financial Markets and Derivatives : IJFMD
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of financial services research : JFSR
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Journal of investment management : JOIM
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Review of quantitative finance and accounting
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of business : B
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Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
2
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
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