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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Bankenliquidität"
~subject:"Optionspreistheorie"
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Bankenliquidität
Optionspreistheorie
Interest rate derivative
32
Zinsderivat
32
Option pricing theory
17
Theorie
16
Theory
16
Yield curve
16
Zinsstruktur
16
Deutschland
5
Germany
5
USA
4
United States
4
Anleihe
3
Bond
3
Credit risk
3
Derivat
3
Derivative
3
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Kreditrisiko
3
Schätzung
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Basel Accord
2
Basler Akkord
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Interest rate
2
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1990-1993
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1994
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1997-1998
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3
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3
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12
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6
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Chen, Son-nan
3
Wu, Ting-pin
3
Bardenhewer, Martin Maria
1
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Düllmann, Klaus
1
Heitmann, Frank
1
Jensen, Malene Shin
1
Karoui, Lotfi
1
Kijima, Masaaki
1
Kirschner, Wolfgang
1
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1
Mnif, Walid
1
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1
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1
Sankarasubramanian, L.
1
Schmidt, Andreas
1
Schulze, Michael
1
Scott, Louis O.
1
Soto, Gloria M.
1
Svenstrup, Mikkel
1
Turnbull, Stuart M.
1
Uhrig, Marliese
1
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1
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Gabler Edition Wissenschaft
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
18
International journal of theoretical and applied finance
17
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Journal of financial economics
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
18
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18
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1
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
4
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
5
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
6
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
7
Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
Saved in:
8
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
Saved in:
9
Eigenmittelunterlegung von Zinsrisiken bei Kreditinstituten
Schmidt, Andreas
-
1998
Persistent link: https://www.econbiz.de/10000989389
Saved in:
10
Die Bewertung von DM-Zinsswaps : Zinsdifferenzen zwischen DM-Swaps und DM-Anleihen
Kirschner, Wolfgang
-
1998
Persistent link: https://www.econbiz.de/10000976169
Saved in:
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