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~isPartOf:"International review of financial analysis"
~subject:"Optionspreistheorie"
~subject:"Schätzung"
~subject:"Volatilität"
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Optionspreistheorie
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Interest rate derivative
11
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6
Zinsstruktur
6
Swap
5
Risikoprämie
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Risk premium
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1991-2006
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Fang, Victor
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Azad, A. S. M. Sohel
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He, Jie-Cao
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Hsieh, Chang-Chieh
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International review of financial analysis
International journal of theoretical and applied finance
20
The journal of computational finance
19
The journal of futures markets
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
11
Journal of banking & finance
11
Finance and stochastics
10
Review of derivatives research
10
International journal of financial engineering
9
The journal of fixed income
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Applied financial economics
6
Quantitative finance
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Gabler Edition Wissenschaft
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SFB 649 discussion paper
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SSE EFI working paper series in economics and finance
5
Advances in Pacific Basin financial markets
4
CoFE discussion papers
4
Discussion paper / Tinbergen Institute
4
European journal of operational research : EJOR
4
International review of finance
4
Journal of financial economics
4
Journal of international financial markets, institutions & money
4
Journal of mathematical finance
4
Risks : open access journal
4
Série de trabalhos para discussão
4
Advances in investment analysis and portfolio management : a research annual
3
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1
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
2
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
3
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
4
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
5
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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