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~subject:"Derivat"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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Derivat
Geldpolitik
183
Monetary policy
182
Zins
142
Interest rate
140
Theorie
122
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122
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111
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111
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91
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73
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57
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18
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1
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Batten, Jonathan A.
3
Glau, Kathrin
3
Grbac, Zorana
3
Gregoriou, Greg N.
2
Scherer, Matthias
2
Zagst, Rudi
2
Avellaneda, Marco
1
Benth, Fred Espen
1
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1
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1
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1
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1
Genaro, Alan de
1
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1
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1
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1
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1
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1
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1
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1
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1
Ross, Stephen A.
1
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1
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International review of financial analysis
2
The international library of critical writings in financial economics
2
A VoxEU.org report
1
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1
Collection "Economie contemporaine"
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Finance and capital markets series
1
International journal of theoretical and applied finance
1
Proceedings of a Conference on Bank Structure and Competition
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
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articles prioritized
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date (oldest first)
1
Pricing
interest
rate
derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
2
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
Saved in:
3
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
Gregoriou, Greg N.
(
ed.
);
Pascalau, Razvan
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008933066
Saved in:
6
Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin
(
ed.
);
Grbac, Zorana
(
ed.
); …
-
Conference Innovations in Derivatives Markets - Fixed …
-
2016
valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve
interest-rate
modeling …
Persistent link: https://www.econbiz.de/10011588323
Saved in:
7
Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation
Glau, Kathrin
(
contributor
);
Grbac, Zorana
(
contributor
); …
-
Conference Innovations in Derivatives Markets - Fixed …
-
2016
Persistent link: https://www.econbiz.de/10014013649
Saved in:
8
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
Saved in:
9
Interest-rate
derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001548972
Saved in:
10
Advances in risk management
Gregoriou, Greg N.
(
contributor
)
-
2007
-
1. publ.
Persistent link: https://www.econbiz.de/10003316471
Saved in:
1
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