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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Internationaler Finanzmarkt"
~subject:"Theorie"
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Internationaler Finanzmarkt
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Interest rate derivative
21
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11
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11
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7
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
32
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Journal of banking & finance
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11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Review of futures markets
9
The review of financial studies
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Review of derivatives research
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SSE EFI working paper series in economics and finance
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Applied mathematical finance
6
Journal of economic dynamics & control
6
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6
Discussion paper / B
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Economics letters
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Europäische Hochschulschriften / 5
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Finance : revue de l'Association Française de Finance
5
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
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
Saved in:
7
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:
8
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:
9
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
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
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