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~subject:"Optionspreistheorie"
~person:"Backwell, Alex"
~person:"Subrahmanyam, Marti G."
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Optionspreistheorie
Interest rate derivative
18
Zinsderivat
18
Theorie
10
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10
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9
Zinsstruktur
9
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7
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7
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Backwell, Alex
Subrahmanyam, Marti G.
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
9
Grbac, Zorana
6
Schlögl, Erik
6
Almeida, Caio
5
Belomestny, Denis
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Chen, Son-nan
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5
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4
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4
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4
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4
Svenstrup, Mikkel
4
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4
Wu, Ting-pin
4
Yasuoka, Takashi
4
Baaquie, Belal E.
3
Beyna, Ingo
3
Branger, Nicole
3
Chen, Zhanyu
3
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3
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3
Dang, Duy-Minh
3
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Das, Sanjiv Ranjan
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3
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Journal of banking & finance
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Applied economics
1
Emerging markets, finance and trade : EMFT
1
Journal of financial markets
1
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1
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
Saved in:
4
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
5
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
6
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
Saved in:
7
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
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