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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Schlögl, Erik"
~subject:"Zinsstruktur"
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Zinsstruktur
Yield curve
7
Commodity derivative
3
Derivat
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Derivative
3
Interest rate derivative
3
Option pricing theory
3
Optionspreistheorie
3
Rohstoffderivat
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Zinsderivat
3
Erdöl
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Interest rate risk
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Oil price
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Petroleum
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Stochastic process
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Stochastischer Prozess
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Swap
2
Theorie
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Theory
2
Volatility
2
Volatilität
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Zinsrisiko
2
basis
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frequency basis
2
liquidity risk
2
swap market
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Ölpreis
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Calibration
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Commodity exchange
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Commodity markets
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Currency option
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Derivative pricing
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Devisenoption
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Energy derivatives
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Exchange rate risk
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Interest rate
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Interest rate derivatives
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Interest rate modelling
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Markov chain
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Schlögl, Erik
Chiarella, Carl
11
Platen, Eckhard
7
Nikitopoulos, Christina Sklibosios
6
Chege Maina, Samuel
2
Fanelli, Viviana
2
Fergusson, Kevin
2
Hsiao, Chih-ying
2
Musti, Silvana
2
Pilz, Kay Frederik
2
Tô, Thuy-duong
2
Alfeus, Mesias
1
Beyna, Ingo
1
Bruti-Liberati, Nicola
1
Cheng, Benjamin
1
Grasselli, Martino
1
Hung, Hing
1
Kang, Boda
1
Karlsson, Patrik
1
Krippner, Leo
1
Miller, Shane
1
Ming Xi Huang
1
Nikitopoulos, Christina
1
Pilz, K. F.
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Tappe, Stefan
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To, Thuy-duong
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Yang, Chang
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / B
4
International journal of theoretical and applied finance
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
FIRN Research Paper
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of business economics : JBE
1
Journal of economic dynamics & control
1
Quantitative Finance Research Centre Research Paper
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Risks : open access journal
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The journal of futures markets
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ECONIS (ZBW)
7
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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 consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
5
Calibration of multicurrency LIBOR market models
Pilz, Kay Frederik
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10009564650
Saved in:
6
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
7
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
Saved in:
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