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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Bond"
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Yield curve
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Zinsstruktur
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Theorie
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Optionspreistheorie
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Zinsderivat
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1988-2004
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Erdöl
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Euler-Maruyama stochastic integral approximation
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HJM (Heath-Jarrow-Morton) model
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Interest rate risk
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Chiarella, Carl
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Fergusson, Kevin
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Hung, Hing
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Krippner, Leo
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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
17
The journal of fixed income
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Finance research letters
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NBER working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of international money and finance
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Emerging markets, finance and trade : EMFT
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The review of financial studies
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Finance and economics discussion series
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Springer eBook Collection
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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Working papers / The Levy Economics Institute
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Applied economics
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
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2
A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2008
Persistent link: https://www.econbiz.de/10003857125
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3
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
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