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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of business : B"
~subject:"Zinsstruktur"
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Zinsstruktur
Derivat
120
Derivative
120
Option pricing theory
44
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44
Theorie
32
Theory
32
USA
24
Hedging
23
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Kim, Don H.
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Capriotti, Luca
1
Durham, J. Benson
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Eberlein, Ernst
1
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1
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1
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1
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1
Rebonato, Riccardo
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1
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Finance and economics discussion series
Quantitative finance
The journal of business : B
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
9
The journal of fixed income
9
The journal of futures markets
9
The journal of computational finance
8
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6
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International review of financial analysis
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annual review of financial economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Finance and stochastics
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Journal of international financial markets, institutions & money
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Lecture Notes in Economics and Mathematical Systems
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Williams College Economics Department working paper series
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
Decomposing LIBOR in transition : evidence from the futures markets
Skov, Jacob Bjerre
;
Skovmand, David
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10014304406
Saved in:
2
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
3
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
4
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
5
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
6
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
7
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
Saved in:
8
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
Saved in:
9
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
10
Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson
-
2003
Persistent link: https://www.econbiz.de/10001770320
Saved in:
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