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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Swap"
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Interest rate derivative
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
7
Working papers / The Levy Economics Institute
7
Applied mathematical finance
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International review of financial analysis
5
The journal of computational finance
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The journal of fixed income
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Journal of financial economics
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International journal of financial engineering
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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Applied financial economics letters
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Corporate risk : strategies and management
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European journal of operational research : EJOR
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Europäische Hochschulschriften / 5
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Harvard Business School Finance Case
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Journal / The Capco Institute : journal of financial transformation
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Proceedings of a Conference on Bank Structure and Competition
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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The handbook of municipal bonds
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The journal of finance : the journal of the American Finance Association
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The journal of financial crises
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1
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
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