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~person:"Grbac, Zorana"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
~type_genre:"Book section"
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Interest rate derivative
Optionspreistheorie
Option pricing theory
2
Stochastic process
2
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2
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2
Zinsderivat
2
Zinsstruktur
2
Affine LIBOR models
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Grbac, Zorana
Fabozzi, Frank J.
5
Bianchetti, Marco
3
Chiang, Raymond
3
Choudhry, Moorad
3
Jokisch, Jens
3
Kolb, Robert W.
3
Mann, Steven V.
3
Arak, Marcelle V.
2
Carabini, Christopher E.
2
Dale, Charles J.
2
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2
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2
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2
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Takahashi, Akihiko
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
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