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~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
~person:"Schlögl, Erik"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Schlögl, Erik
Rudebusch, Glenn D.
49
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27
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26
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ECONIS (ZBW)
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
5
Calibration of multicurrency LIBOR market models
Pilz, Kay Frederik
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10009564650
Saved in:
6
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
7
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
Saved in:
8
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
9
Extracting the joint volatility structure of foreign exchange and interest rates from option prices
Schlögl, Erik
-
2002
Persistent link: https://www.econbiz.de/10001867232
Saved in:
10
Factor models and the shape of the term structure
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000954666
Saved in:
11
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000981246
Saved in:
12
A tractable term structure model with endogenous interpolation and positive interest rates
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000987003
Saved in:
13
On short rate processes and their implications for term structure movements
Schlögl, Erik
-
1994
Persistent link: https://www.econbiz.de/10000903338
Saved in:
14
A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000855571
Saved in:
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