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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Bond"
~subject:"Rohstoffderivat"
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Search: subject_exact:"Zinsstrukturmodell"
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Bond
Rohstoffderivat
Yield curve
25
Zinsstruktur
25
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Interest rate derivative
5
Zinsderivat
5
Derivat
4
Derivative
4
Estimation
4
Schätzung
4
Anleihe
3
Commodity derivative
3
Credit derivative
3
Interest rate
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Kreditderivat
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Zins
3
1988-2004
2
Analysis
2
Arbitrage Pricing
2
Arbitrage pricing
2
Erdöl
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Interest rate risk
2
Mathematical analysis
2
Oil price
2
Petroleum
2
Risikoprämie
2
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Schlögl, Erik
3
Cheng, Benjamin
1
Chiarella, Carl
1
Fergusson, Kevin
1
Hung, Hing
1
Karlsson, Patrik
1
Krippner, Leo
1
Nikitopoulos, Christina Sklibosios
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Pilz, K. F.
1
Pilz, Kay Frederik
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Platen, Eckhard
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Tô, Thuy-duong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
25
Finance research letters
24
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The journal of fixed income
16
NBER working paper series
15
Journal of international money and finance
14
Working papers series / Federal Reserve Bank of San Francisco
11
Economic modelling
10
International journal of theoretical and applied finance
10
International review of economics & finance : IREF
10
Journal of financial economics
10
The journal of futures markets
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers / CEPR
9
Energy economics
9
International review of financial analysis
8
Research in international business and finance
8
The review of financial studies
8
Working paper
8
Applied economics letters
7
CREATES research paper
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
NBER Working Paper
7
Staff reports / Federal Reserve Bank of New York
7
The European journal of finance
7
Journal of economic dynamics & control
6
Journal of empirical finance
6
Journal of financial and quantitative analysis : JFQA
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Quantitative finance
6
Research paper series / Swiss Finance Institute
6
Staff working paper / Bank of Canada
6
Working paper series / European Central Bank
6
Applied financial economics
5
Applied mathematical finance
5
Discussion paper
5
Economics letters
5
Finance and economics discussion series
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ECONIS (ZBW)
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
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2016
Persistent link: https://www.econbiz.de/10011777909
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2
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:
3
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
4
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
5
A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2008
Persistent link: https://www.econbiz.de/10003857125
Saved in:
6
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
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