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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Anleihe"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Anleihe
Stochastic process
Stochastischer Prozess
Interest rate derivative
19
Zinsderivat
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Yield curve
16
Zinsstruktur
16
Theorie
11
Theory
11
Option pricing theory
10
Optionspreistheorie
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Swap
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Diffusion Processes
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Estimation theory
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Duedahl, Sindre
1
Eberlein, Ernst
1
Grbac, Zorana
1
Keller‐Ressel, Martin
1
Koulis, Theodoro
1
Kunitomo, Naoto
1
Ochiai, Natsumi
1
Ohnishi, Masamitsu
1
Papapantoleon, Antonis
1
Takahashi, Akihiko
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
8
Applied mathematical finance
6
Finance and stochastics
6
The journal of computational finance
6
SSE EFI working paper series in economics and finance
5
Advances in futures and options research : a research annual
4
European journal of operational research : EJOR
3
Gabler Edition Wissenschaft
3
Interest rate modelling after the financial crisis
3
International journal of financial engineering
3
Journal of banking & finance
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The journal of futures markets
3
The review of financial studies
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Harvard Business School Finance Case
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
2
Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A Chapman & Hall book
1
AMS/MAA textbooks
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Algorithmic finance
1
Annual review of financial economics
1
Arbeitsberichte / Hochschule für Bankwirtschaft
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
BIS working papers
1
Bank of Italy Economic Research Paper
1
Bank- und finanzwirtschaftliche Forschungen
1
Berichte aus der Volkswirtschaft
1
Bloomberg Education and Quantitative Research Paper
1
CFM discussion paper series
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CREATES research paper
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Chapman & Hall/CRC financial mathematics series
1
Computational management science
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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1
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
2
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
3
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
Saved in:
4
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
5
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
6
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
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