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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Option pricing theory"
~subject:"Zins"
~type_genre:"Non-commercial literature"
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Banking on deposits : maturity transformation without Interest rate risk
Drechsler, Itamar
;
Savov, Alexi
;
Schnabl, Philipp
-
2019
Persistent link: https://www.econbiz.de/10012174217
Saved in:
2
Banking on deposits : maturity transformation without interest rate risk
Drechsler, Itamar
;
Savov, Alexi
;
Schnabl, Philipp
-
2018
Persistent link: https://www.econbiz.de/10012050827
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
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