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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Optionspreistheorie
Interest rate derivative
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Option pricing theory
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Swap
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Yield curve
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Zins
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Zinsstruktur
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Ankündigungseffekt
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Callable accreting interest rate swap
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Central bank announcements
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Efficient market hypothesis
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Estimation
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Geldpolitik
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Herdenverhalten
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Interest rate derivatives
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LIBOR market model
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The North American journal of economics and finance : a journal of financial economics studies
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
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Finance and stochastics
9
International journal of financial engineering
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
4
Journal of mathematical finance
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Quantitative finance
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Risks : open access journal
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The journal of futures markets
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Advances in Pacific Basin financial markets
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Applied economics
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Global finance journal
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Journal of financial economics
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The journal of fixed income
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The review of financial studies
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Economic modelling
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Finance research letters
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Financial markets and portfolio management
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International Journal of Financial Markets and Derivatives : IJFMD
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of investment management : JOIM
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Review of futures markets
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The European journal of finance
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The journal of business : B
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The journal of finance : the journal of the American Finance Association
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Advances in investment analysis and portfolio management : a research annual
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Algorithmic finance
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Annual review of financial economics
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Applied financial economics letters
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Bank i kredyt
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
2
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
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