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~subject:"Volatilität"
~person:"Christiansen, Charlotte"
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Volatilität
Yield curve
20
Zinsstruktur
20
Theorie
8
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8
USA
8
United States
8
Volatility
6
Markov chain
5
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Interest rate derivative
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1994-1999
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Christiansen, Charlotte
Chiarella, Carl
19
Trolle, Anders B.
11
Caporale, Guglielmo Maria
10
Spagnolo, Nicola
10
Goldstein, Robert S.
9
Mele, Antonio
9
Schwartz, Eduardo S.
9
Wu, Jing Cynthia
9
Benzoni, Luca
8
Collin-Dufresne, Pierre
8
Nikitopoulos, Christina Sklibosios
8
Benth, Fred Espen
7
Creal, Drew
7
Söderström, Ulf
7
Beirne, John
6
Bhar, Ramaprasad
6
Filipović, Damir
6
Hautsch, Nikolaus
6
Jacobs, Kris
6
Prokopczuk, Marcel
6
Schotman, Peter C.
6
Spencer, Peter D.
6
Wilfling, Bernd
6
Wu, Tao L.
6
Zhou, Hao
6
Bali, Turan G.
5
Berardi, Andrea
5
Díaz Pérez, Antonio
5
Elkamhi, Redouane
5
Engle, Robert F.
5
Grzelak, Lech A.
5
Hansen, Anne Lundgaard
5
Hsing, Yu
5
Jones, Christopher S.
5
Navarro Arribas, Eliseo
5
Oosterlee, Cornelis W.
5
Schlögl, Erik
5
Shin, Minchul
5
Steeley, James M.
5
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Working paper
2
Journal of banking & finance
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
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1
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
Saved in:
3
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
4
Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte
;
Lund, Jesper
-
2002
Persistent link: https://www.econbiz.de/10001683214
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
6
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
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