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~institution:"Centre for Analytical Finance <Århus>"
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Interest rate
3
Interest rate derivative
3
Theorie
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Volatilität
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Zins
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Zinsderivat
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Zinsstruktur
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Estimation theory
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Fälligkeit
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Induktive Statistik
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Innovation diffusion
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Innovationsdiffusion
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Option pricing theory
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Optionspreistheorie
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Schätztheorie
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Statistical inference
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Swap
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Time series analysis
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Varianzanalyse
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Zeitreihenanalyse
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Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Poulsen, Rolf
2
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Svenstrup, Mikkel
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
433
Institut für Weltwirtschaft
16
Federal Reserve Bank of San Francisco
13
International Monetary Fund
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of Cleveland
10
Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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OECD
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Institut Empirische Wirtschaftsforschung
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Johns Hopkins University / Department of Economics
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Banca d'Italia
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Federal Reserve Bank of New York
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Springer Fachmedien Wiesbaden
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University <Nottingham> / Department of Economics
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Banco Central do Brasil
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Institut für Schweizerisches Bankwesen <Zürich>
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International Monetary Fund, Fiscal Affairs Department
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Kansantaloustieteen Laitos <Helsinki>
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Reserve Bank of New Zealand
4
The Wharton Financial Institutions Center
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Weierstraß-Institut für Angewandte Analysis und Stochastik
4
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3
Boston College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
3
Europäische Zentralbank
3
Federal Reserve Bank of Richmond
3
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Internationaler Währungsfonds
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
5
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
6
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
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