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Search: subject_exact:"Interest rate derivative"
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Theorie
Interest rate derivative
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Aase Nielsen, Jørgen
2
Jensen, Bjarne Astrup
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Bjerksund, Petter
1
Mikkelsen, Peter
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Søndergaard Rasmussen, Nicki
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Working paper
The journal of futures markets
32
Advances in futures and options research : a research annual
17
The journal of fixed income
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International journal of theoretical and applied finance
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Finance and stochastics
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of futures markets
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SSE EFI working paper series in economics and finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721467
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2
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
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3
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter
;
Stensland, Gunnar
-
1995
Persistent link: https://www.econbiz.de/10000925602
Saved in:
4
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
5
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1990
Persistent link: https://www.econbiz.de/10000797974
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