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Interest rate derivative
4
Option pricing theory
4
Optionspreistheorie
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Zinsderivat
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Interest rate
3
Zins
3
Option trading
2
Optionsgeschäft
2
Yield curve
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Zinsstruktur
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Affine jump-diffusion
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Asia
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Asien
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COS method
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Central bank
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Copom meeting
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Derivat
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Derivative
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Fourier Series
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Geldpolitik
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Hedging
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Interest rate derivatives
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Monetary policy
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Risiko
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Risikomaß
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Risk
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Risk measure
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Volatility
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Volatilität
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Zentralbank
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interest rate option
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risk-neutral density
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uncertainty
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Vicente, José Valentim Machado
3
Silva, Allan Jonathan da
2
Almeida, Caio
1
Baczynski, Jack
1
Baczynskiy, Jack
1
Marins, Jaqueline Terra Moura
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Vicente, José Roberto
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Série de trabalhos para discussão
SSE EFI working paper series in economics and finance
10
Working paper
10
Working paper / National Bureau of Economic Research, Inc.
9
Report / Erasmus Center for Financial Research, Erasmus University
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Working papers / The Levy Economics Institute
8
SFB 649 discussion paper
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
IMES discussion paper series / Englische Ausgabe
6
Working paper series / European Central Bank
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
CoFE discussion papers
5
Discussion paper
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Discussion paper / B
5
Discussion paper / Tinbergen Institute
5
Finance and economics discussion series
5
Research paper series / Swiss Finance Institute
5
Staff reports / Federal Reserve Bank of New York
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
BIS working papers
4
Discussion paper / Deutsche Bundesbank
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Staff working papers / Bank of England
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Temi di discussione del Servizio Studi / Banca d'Italia
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Working paper series / European Central Bank ; Eurosystem
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Bonn Econ Discussion Papers / BGSE
3
DNB working paper
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Discussion paper / Tinbergen Institute / Tinbergen Institute
3
IMF working papers
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Publications from Department of Management, Odense University
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
SAFE working paper
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper series / Centre for Practical Quantitative Finance
3
Working paper series / Frankfurt School of Finance & Management
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Bank for International Settlements
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ECONIS (ZBW)
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
3
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
4
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
-
2008
Persistent link: https://www.econbiz.de/10003822259
Saved in:
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