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Interest rate derivative
Yield curve
91
Zinsstruktur
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Theorie
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Theory
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Estimation
21
Schätzung
21
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United States
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Monetary policy
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Öffentliche Anleihe
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Aase Nielsen, Jørgen
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Christiansen, Charlotte
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Jensen, Bjarne Astrup
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Jensen, Malene Shin
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Mikkelsen, Peter
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Monticini, Andrea
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Working paper
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
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Quantitative finance
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Discussion paper / B
6
International review of financial analysis
6
Review of derivatives research
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advances in futures and options research : a research annual
5
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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Economics letters
4
European journal of operational research : EJOR
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Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Annual review of financial economics
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Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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ECONIS (ZBW)
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1
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
2
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721467
Saved in:
3
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746714
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
Saved in:
5
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/10001453874
Saved in:
6
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:
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