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subject:"Zinsstruktur"
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Zinsstruktur
Zinsderivat
1,985
Interest rate derivative
1,984
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776
Theorie
715
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714
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452
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451
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331
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132
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126
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108
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107
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107
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105
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92
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92
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83
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83
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82
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Joshi, Mark S.
12
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10
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10
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10
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9
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8
Bianchetti, Marco
8
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8
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8
Miltersen, Kristian R.
8
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8
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7
Grbac, Zorana
7
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7
Ito, Takayasu
7
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7
Björk, Tomas
6
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6
Caspers, Peter
6
Filipović, Damir
6
Lekkos, Ilias
6
Pelsser, Antoon André Jean
6
Sondermann, Dieter
6
Subrahmanyam, Marti G.
6
Trolle, Anders B.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Eberlein, Ernst
5
Guirguis, Michel
5
Milas, Costas
5
Papapantoleon, Antonis
5
Scaillet, Olivier
5
Christiansen, Charlotte
4
Duffie, Darrell
4
Fanelli, Viviana
4
Fang, Victor
4
Grasselli, Martino
4
Henrard, Marc P. A.
4
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4
Klingler, Sven
4
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4
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2
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2
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2
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1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
Eric Cuvillier <Firma>
1
International Center for Financial Asset Management and Engineering
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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1
University of Chicago / Center for Research in Security Prices
1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
World Bank
1
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International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Discussion paper / B
6
International review of financial analysis
6
Review of derivatives research
6
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6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / The Levy Economics Institute
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
3
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
3
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ECONIS (ZBW)
776
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751
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776
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751
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
752
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
753
A model selection approach to assessing the information in the term structure using linear models and artificial neural networks
Swanson, Norman R.
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000853617
Saved in:
754
Modelling the yield curve
Taylor, Mark P.
- In:
The economic journal : the journal of the Royal …
102
(
1992
)
412
,
pp. 524-537
Persistent link: https://www.econbiz.de/10001133020
Saved in:
755
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
756
A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
Saved in:
757
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
758
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
759
The valuation of interest rate derivative securities
Munnik, Jeroen F. de
-
1992
Persistent link: https://www.econbiz.de/10013265223
Saved in:
760
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
761
Valuation of default-risky interest-rate swaps
Abken, Peter A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000825965
Saved in:
762
A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
Saved in:
763
Futures prices on yields, forward prices, and implied forward prices from term structure
Sundaresan, Suresh M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10001113528
Saved in:
764
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
765
Modelling the yield curve
Taylor, Mark P.
-
1991
Persistent link: https://www.econbiz.de/10013425073
Saved in:
766
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
Saved in:
767
Prévision des taux courts français à partir d'une structure de taux
Belhomme, Christophe
- In:
Revue d'économie politique
100
(
1990
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10001089605
Saved in:
768
Tax-induced bias in forward rates, term premiums, and the term structure of interest rates
Kim, Seokchin
- In:
Economics letters
34
(
1990
)
2
,
pp. 183-189
Persistent link: https://www.econbiz.de/10001096976
Saved in:
769
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
770
A one-factor model of interest rates and its application to treasury bond options
Black, Fischer
- In:
Financial analysts' journal : FAJ
46
(
1990
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10001085204
Saved in:
771
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
772
Zinsterminoptionen und Kassazinsstruktur : zum Einfluß zweifach derivativer Kurssicherungsinstrumente auf die zugrundeliegenden Kassamärkte für zinsreagible Finanzaktiva
Kammann, Michael
-
1989
Persistent link: https://www.econbiz.de/10013436713
Saved in:
773
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
774
The quality option in the Treasury bond futures market : an empirical assessment
Kane, Alex
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001135458
Saved in:
775
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
Saved in:
776
The treasury bill futures market and the term structure of interest rates
Hull jr., Robert William
-
1981
Persistent link: https://www.econbiz.de/10003046789
Saved in:
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