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~isPartOf:"Indian journal of economics & business : IJEB"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theory"
~subject:"Währungsderivat"
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Theory
Währungsderivat
Interest rate derivative
13
Zinsderivat
13
Theorie
9
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9
Zinsstruktur
9
Option pricing theory
6
Optionspreistheorie
6
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4
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admissibility
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analytically tractable models
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Björk, Tomas
1
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1
Heston, Steven L.
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Huang, Z.
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1
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Ly, J.-M.
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1
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1
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1
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1
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1
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1
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Indian journal of economics & business : IJEB
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
40
Advances in futures and options research : a research annual
18
The journal of fixed income
18
International journal of theoretical and applied finance
16
Finance and stochastics
13
Journal of banking & finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
The journal of computational finance
11
Review of futures markets
10
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Applied mathematical finance
7
Journal of financial and quantitative analysis : JFQA
7
Gabler Edition Wissenschaft
6
Journal of economic dynamics & control
6
The journal of finance : the journal of the American Finance Association
6
Discussion paper / B
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Journal of financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
Working paper
5
Discussion paper / Tinbergen Institute
4
Economics letters
4
International review of financial analysis
4
Journal of business economics : JBE
4
Kredit und Kapital
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Schriftenreihe der SGZ-Bank
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SpringerLink / Bücher
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The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Bonn Econ Discussion Papers / BGSE
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
10
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1
Swap markets in India
Ray, Prantik
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
1
,
pp. 63-75
Persistent link: https://www.econbiz.de/10012649081
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
4
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
5
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
6
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:
7
The asymptotic expansion approach to the valuation of interest rate contingent claims
Kunitomo, Naoto
;
Takahashi, Akihiko
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 117-151
Persistent link: https://www.econbiz.de/10001650922
Saved in:
8
On the rate of convergence of discrete-time contingent claims
Heston, Steven L.
;
Zhou, Guofu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 53-75
Persistent link: https://www.econbiz.de/10002177146
Saved in:
9
Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 323-348
Persistent link: https://www.econbiz.de/10001444264
Saved in:
10
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
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