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~subject:"Swap"
~subject:"Yield curve"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Swap
Yield curve
Interest rate derivative
6
Zinsderivat
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Zinsstruktur
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Volatility
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Volatilität
3
Option pricing theory
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Optionspreistheorie
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Björk, Tomas
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Christensen, Bent Jesper
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Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
International journal of theoretical and applied finance
27
The journal of fixed income
16
The journal of computational finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The journal of futures markets
13
Journal of banking & finance
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Applied mathematical finance
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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Finance and stochastics
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Interest rate modelling after the financial crisis
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International review of financial analysis
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Applied financial economics
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Journal of mathematical finance
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Review of derivatives research
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Working papers / The Levy Economics Institute
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Discussion paper / B
6
Economics letters
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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SFB 649 discussion paper
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Applied economics
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Annual review of financial economics
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Applied financial economics letters
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Asia-Pacific financial markets
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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3
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
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4
Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
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1999
Persistent link: https://www.econbiz.de/10008664852
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