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~type_genre:"Forschungsbericht"
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26
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ECONIS (ZBW)
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1
Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
Saved in:
2
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
3
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
4
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
5
Libor market models : theory and applications
Glavind Skovmand, David
-
2008
Persistent link: https://www.econbiz.de/10003720445
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6
General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
Saved in:
7
Essays on corporate credit
Obayashi, Yoshiki
-
2006
Persistent link: https://www.econbiz.de/10003908190
Saved in:
8
Three essays on investments
Aragon, George O.
-
2005
Persistent link: https://www.econbiz.de/10003908780
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9
Essays in empirical asset pricing
Apedjinou, Kodjo Mawuelona
-
2005
Persistent link: https://www.econbiz.de/10003553254
Saved in:
10
Essays in financial economics
Lu, Yinqiu
-
2005
Persistent link: https://www.econbiz.de/10003553447
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11
Essays on interest rate swap dynamics
Huang, Ying
-
2004
Persistent link: https://www.econbiz.de/10003386902
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12
Three essays on financial economics
Lee, Hangyong
-
2003
Persistent link: https://www.econbiz.de/10003623717
Saved in:
13
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
Saved in:
14
Essays on swaps and default risk
Mozumdar, Abon
-
1997
Persistent link: https://www.econbiz.de/10000982059
Saved in:
15
The term structure of interest rates and fixed income securities
Käppi, Jari
-
1997
Persistent link: https://www.econbiz.de/10000987061
Saved in:
16
The likelihood of European Monetary Union
Weidmann, Jens
-
1996
Persistent link: https://www.econbiz.de/10000940194
Saved in:
17
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
18
Three essays on contingent claims
Baz, Jamil
-
1996
Persistent link: https://www.econbiz.de/10000982060
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19
Essays on contingent claims pricing
Rindell, Krister
-
1994
Persistent link: https://www.econbiz.de/10000900095
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20
Two essays on interest rate swaps
Minton, Bernadette A.
-
1994
Persistent link: https://www.econbiz.de/10000982057
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21
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
22
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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23
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
24
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
25
Pricing interest rate swaps : an empirical analysis
Malhotra, Davinder Kumar
-
1993
Persistent link: https://www.econbiz.de/10000982058
Saved in:
26
Corporate liability choice under asymmetric information : a theoretical and empirical study of interest rate swaps
Samant, Ajay Ashok
-
1992
Persistent link: https://www.econbiz.de/10000982056
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