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~person:"Scaillet, Olivier"
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Search: subject_exact:"Constant maturity swap"
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Interest rate derivative
7
Zinsderivat
7
Theorie
5
Theory
5
Yield curve
5
Zinsstruktur
5
Swap
3
Anreizregulierung
2
Incentive regulation
2
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2
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Scaillet, Olivier
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Joshi, Mark S.
12
Pelsser, Antoon André Jean
12
Rebonato, Riccardo
12
Schlögl, Erik
12
Schoenmakers, John
12
Upper, Christian
12
Akram, Tanweer
11
Bhar, Ramaprasad
11
Bianchetti, Marco
11
Mamun, Khawaja Abdullah al
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Fang, Victor
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Herwartz, Helmut
9
Ito, Takayasu
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
Witzany, Jiří
9
Burgess, Nicholas
8
Fabozzi, Frank J.
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
7
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
FAME research paper series
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
2
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
4
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
5
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001355583
Saved in:
6
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
7
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
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