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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
~subject:"Großbritannien"
~type_genre:"Article in journal"
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Großbritannien
Interest rate derivative
41
Zinsderivat
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Yield curve
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Option pricing theory
19
Optionspreistheorie
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Theorie
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Theory
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Derivative
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Volatility
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Volatilität
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Interest rate
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LIBOR market model
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United Kingdom
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interest rate derivatives
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Bouchaud, Jean-Philippe
1
Kazemi, Hossein
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Mahdavi, Mahnaz
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Matacz, Andrew
1
McMillan, David G.
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Speight, Alan E. H.
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International journal of theoretical and applied finance
The European journal of finance
The journal of futures markets
6
Journal of international financial markets, institutions & money
4
Quarterly bulletin / Bank of England
3
The journal of fixed income
3
Review of futures markets
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Applied financial economics
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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Global finance journal
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International journal of business
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International journal of central banking : IJCB
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Journal of international money and finance
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Journal of multinational financial management
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Review of Pacific Basin financial markets and policies
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The Cyprus journal of economics
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The Manchester School
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The economic journal : the journal of the Royal Economic Society
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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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ECONIS (ZBW)
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1
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
2
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
3
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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