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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Currency derivative"
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Currency derivative
Yield curve
69
Zinsstruktur
69
Theorie
61
Theory
61
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
Volatilität
10
Interest rate derivative
9
Zinsderivat
9
Swap
8
CAPM
7
Credit risk
6
Kreditrisiko
6
Zero-Bond
6
Zero-coupon bond
6
Derivat
5
Derivative
5
Markov chain
5
Markov-Kette
5
Option trading
5
Optionsgeschäft
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Arbitrage
4
Währungsderivat
4
Anleihe
3
Bond
3
Hedging
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Credit derivative
2
Economic model
2
Fälligkeit
2
Interest rate
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English
4
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Glasserman, Paul
1
Kou, Steven
1
Li, Libo
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Slinko, Irina
1
Sondermann, Dieter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
11
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Centre for Economic Policy Research
5
Journal of international financial markets, institutions & money
4
HKIMR working paper
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of financial economics
3
The journal of futures markets
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Applied mathematical finance
2
Discussion papers / CEPR
2
European financial management : the journal of the European Financial Management Association
2
IMF working papers
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of international economics
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
Southern economic journal
2
Working papers / Bank for International Settlements
2
Annual review of financial economics
1
Bank of Canada Working Paper
1
Bank of Italy Temi di Discussione (Working Paper)
1
DIW Berlin Discussion Paper
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper series / Department of Economics, Columbia University
1
Discussion paper series / Reserve Bank of New Zealand
1
Discussion papers in European economic studies
1
Documentos de trabajo Banco Central de Chile
1
Documentos de trabajo Economía y Finanzas No 13-9
1
Economic modelling
1
Economic research
1
Economica
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
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2
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
3
The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
Saved in:
4
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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