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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Option pricing theory"
~subject:"Zins"
~subject:"Zinsrisiko"
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Option pricing theory
Zins
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Commodity derivative
2
Interest rate risk
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2
Yield curve
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Zinsstruktur
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Calibration
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Derivative
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Derivative pricing
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Interest rate derivative
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Schlögl, Erik
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Karlsson, Patrik
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Pilz, K. F.
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Pilz, Kay Frederik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
40
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
16
NBER Working Paper
12
Discussion paper
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Applied economics
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Risks : open access journal
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Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Competence Center Finanz- und Bankmanagement : ccfb
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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Swiss Finance Institute Research Paper
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BIS quarterly review : international banking and financial market developments
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Bundesbank Discussion Paper
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
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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:
2
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
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