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type_genre:"Aufsatz im Buch"
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
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1
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
Saved in:
4
Forecasting swap spreads: a Bayesian approach
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 80-106)
.
2015
Persistent link: https://www.econbiz.de/10011639455
Saved in:
5
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
6
A neuro-evolutionary approach for interest rate modelling
Bradley, Robert
;
Brabazon, Anthony
;
O'Neill, Michael
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 75-93)
.
2009
Persistent link: https://www.econbiz.de/10009515158
Saved in:
7
Interest rate swaps and their application to tax-exempt financing
Chu, Eric H.
;
Underwood, Craig
;
Fox, Thomas B.
; …
- In:
The handbook of municipal bonds
,
(pp. 299-344)
.
2008
Persistent link: https://www.econbiz.de/10003714918
Saved in:
8
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
9
Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
10
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
11
Derivatebewertung mit dem LIBOR-Marktmodell
Muck, Matthias
;
Rudolf, Markus
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 453-472)
.
2006
Persistent link: https://www.econbiz.de/10003236939
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12
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
Saved in:
13
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
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14
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
15
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
16
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
17
On the term structure of futures and forward prices
Björk, Tomas
;
Landén, Camilla
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 111-149)
.
2002
Persistent link: https://www.econbiz.de/10001679437
Saved in:
18
Survival probability of LIFFE bond futures via the Mittag-Leffler function
Mainardi, Francesco
;
Raberto, Marco
;
Scalas, Enrico
; …
- In:
Empirical science of financial fluctuations : the …
,
(pp. [195]-206)
.
2002
Persistent link: https://www.econbiz.de/10001679487
Saved in:
19
Spezielle Zinskurven - zeitdiskrete Modelle für Zinsstrukturkurven
Schlüchtermann, Georg
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 285-317)
.
2001
Persistent link: https://www.econbiz.de/10001661210
Saved in:
20
Identifying intraday volatility
Pohlmeier, Winfried
;
Gerhard, Frank
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10001606394
Saved in:
21
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
- In:
Risk management : challenge and opportunity : with 37 …
,
(pp. 213-227)
.
2000
Persistent link: https://www.econbiz.de/10001496196
Saved in:
22
Finanzinnovationen und Finanzderivate als Instrumente zum Management von Zinsrisiken
Jokisch, Jens
- In:
Vision und Verantwortung : Herausforderungen an der …
,
(pp. 481-495)
.
1999
Persistent link: https://www.econbiz.de/10001438317
Saved in:
23
Predicting monetary policy using federal funds futures prices
Söderström, Ulf
- In:
Monetary policy under uncertainty
,
(pp. 49-80)
.
1999
Persistent link: https://www.econbiz.de/10001440129
Saved in:
24
On the oversight and management of financial risk
Merton, Robert C.
- In:
Conférences des Professeurs honoris causa du Groupe HEC
,
(pp. 41-56)
.
1998
Persistent link: https://www.econbiz.de/10001304080
Saved in:
25
Zinsswaps als Instrument der Unternehmensfinanzierung
Breuer, Wolfgang
- In:
Unternehmensführung und Kapitalmarkt : Festschrift …
,
(pp. 1-34)
.
1998
Persistent link: https://www.econbiz.de/10001304972
Saved in:
26
Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 433-438)
.
1997
Persistent link: https://www.econbiz.de/10001320977
Saved in:
27
Finanzinnovationen zum Management von Zinsrisiken
Jokisch, Jens
- In:
Neue Finanzierungsinstrumente für Unternehmen : …
,
(pp. 91-110)
.
1996
Persistent link: https://www.econbiz.de/10001291158
Saved in:
28
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
29
Synthetic Eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
- In:
Japan, Europe and international financial markets : …
,
(pp. 147-175)
.
1994
Persistent link: https://www.econbiz.de/10001285763
Saved in:
30
Exotische Swaps und Swaptions
Holler, Jürgen
;
Keller, Thomas
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 495-508)
.
1994
Persistent link: https://www.econbiz.de/10001287544
Saved in:
31
The construction of smoothed forward rates
Flavell, Richard
- In:
Modelling reality and personal modelling
,
(pp. 95-115)
.
1993
Persistent link: https://www.econbiz.de/10001282561
Saved in:
32
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
- In:
Recent research in financial modelling
,
(pp. 125-134)
.
1993
Persistent link: https://www.econbiz.de/10001282577
Saved in:
33
Portfolio strategies using Treasury bond options and futures
Draper, Dennis W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 197-212)
.
1985
Persistent link: https://www.econbiz.de/10001305672
Saved in:
34
An analysis of the impact of marking-to-market in hedging with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
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