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~subject:"Volatilität"
~type_genre:"Thesis"
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Search: subject_exact:"Forward rate agreement"
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Volatilität
Interest rate derivative
96
Zinsderivat
96
Theorie
63
Theory
63
Yield curve
38
Zinsstruktur
38
Optionspreistheorie
31
Option pricing theory
30
Deutschland
29
Germany
28
Derivat
16
Derivative
16
Estimation
15
Schätzung
15
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13
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13
United States
13
Hedging
12
Interest rate risk
12
Zinsrisiko
12
Zinstermingeschäft
12
Risikomanagement
11
Volatility
11
Anleihe
10
Bond
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Zinsoption
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Zinsänderungsrisiko
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Derivat <Wertpapier>
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Risikoprämie
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Risk premium
8
Credit risk
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Interest rate
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Kreditrisiko
7
Swap
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Zins
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Zinsstrukturtheorie
7
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Thesis
Article in journal
130
Aufsatz in Zeitschrift
130
Graue Literatur
54
Non-commercial literature
54
Arbeitspapier
51
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51
Hochschulschrift
13
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5
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1
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1
Rudolf, Markus
1
Uhrig, Marliese
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Schriftenreihe Finanzmanagement
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Studies in contemporary economics
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ECONIS (ZBW)
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1
Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
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2
Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
Saved in:
3
Essays in financial economics
Lu, Yinqiu
-
2005
Persistent link: https://www.econbiz.de/10003553447
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4
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin
-
2004
Persistent link: https://www.econbiz.de/10002524759
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5
Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10001678903
Saved in:
6
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje
-
2001
Persistent link: https://www.econbiz.de/10001645751
Saved in:
7
Zinsstrukturmodelle : mit 41 Tabellen
Rudolf, Markus
-
2000
Persistent link: https://www.econbiz.de/10001430322
Saved in:
8
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
9
Interest rate dynamics, derivatives pricing, and risk management
Chen, Lin
-
1996
Persistent link: https://www.econbiz.de/10013278137
Saved in:
10
Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz
Uhrig-Homburg, Marliese
-
1996
Persistent link: https://www.econbiz.de/10013340918
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