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~subject:"Optionspreistheorie"
~person:"Backwell, Alex"
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Optionspreistheorie
Interest rate derivative
3
Option pricing theory
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3
Interest rate
2
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interest-rate derivatives
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interest-rate jumps
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interest-rate options
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Backwell, Alex
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
9
Grbac, Zorana
6
Schlögl, Erik
6
Almeida, Caio
5
Belomestny, Denis
5
Chen, Son-nan
5
Eberlein, Ernst
5
Papapantoleon, Antonis
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Ritchken, Peter H.
5
Bhar, Ramaprasad
4
Björk, Tomas
4
Fanelli, Viviana
4
Karlsson, Patrik
4
Subrahmanyam, Marti G.
4
Svenstrup, Mikkel
4
Vicente, José Valentim Machado
4
Wu, Ting-pin
4
Yasuoka, Takashi
4
Baaquie, Belal E.
3
Beyna, Ingo
3
Branger, Nicole
3
Chen, Zhanyu
3
Chiarella, Carl
3
Christiansen, Charlotte
3
Dang, Duy-Minh
3
Das, Sanjiv R.
3
Das, Sanjiv Ranjan
3
De Simone, Antonio
3
Doffou, Ako
3
Fabozzi, Frank J.
3
Fornari, Fabio
3
Gerhart, Christoph
3
Gnoatto, Alessandro
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Henrard, Marc P. A.
3
Jain, Shashi
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Kolodko, Anastasia
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Applied economics
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1
Journal of banking & finance
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ECONIS (ZBW)
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Volatility level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
Saved in:
3
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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