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~person:"Steiner, Manfred"
~person:"White, Alan"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Derivat"
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Derivat
17
Derivative
17
Theorie
9
Theory
9
CAPM
4
Interest rate derivative
4
Zinsderivat
4
Option pricing theory
3
Optionspreistheorie
3
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3
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3
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2
Kreditderivat
2
LIBOR
2
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1
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Aufsatz in Zeitschrift
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Steiner, Manfred
White, Alan
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
Brenner, Menachem
9
Brorsen, B. Wade
9
Crépey, Stéphane
9
Figlewski, Stephen
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Journal of financial and quantitative analysis : JFQA
3
Journal of investment management : JOIM
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Advances in futures and options research : a research annual
1
Die Bank
1
Financial analysts' journal : FAJ
1
Journal of international money and finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
WPg : Kompetenz schafft Vertrauen
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ECONIS (ZBW)
17
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10
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17
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1
OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
Saved in:
2
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
3
Valuing derivatives : funding value adjustements and fair value
Hull, John
;
White, Alan
- In:
Financial analysts' journal : FAJ
70
(
2014
)
3
,
pp. 46-56
Persistent link: https://www.econbiz.de/10010407348
Saved in:
4
LIBOR versus OIS : the derivatives discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
Saved in:
5
Is the derivatives business too big?
White, Alan
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 11-13
Persistent link: https://www.econbiz.de/10009671719
Saved in:
6
An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
Saved in:
7
Dynamic models of portfolio credit risk : a simplified approach
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Saved in:
8
Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 8-23
Persistent link: https://www.econbiz.de/10002535939
Saved in:
9
Konzepte der Rechnungslegung für Finanzderivate
Steiner, Manfred
- In:
WPg : Kompetenz schafft Vertrauen
48
(
1995
)
16
,
pp. 533-544
Persistent link: https://www.econbiz.de/10001186912
Saved in:
10
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
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