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subject:"Optionspreistheorie"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn"
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Optionspreistheorie
Yield curve
15
Zinsstruktur
15
Theorie
12
Theory
12
Interest rate derivative
3
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Zinsderivat
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical test
2
Statistischer Test
2
1993-2002
1
Arbitrage
1
CAPM
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
Derivat
1
Derivative
1
Dänemark
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Financial economics
1
Kapitalmarkttheorie
1
Kointegration
1
Kreditderivat
1
Kreditrisiko
1
Kreditwürdigkeit
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
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2
Working Paper
2
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English
3
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Mikkelsen, Peter
1
Sandmann, Klaus
1
Shin Jensen, Malene
1
Sondermann, Dieter
1
Svenstrup, Mikkel
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
National Bureau of Economic Research
4
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Discussion paper / B
1
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ECONIS (ZBW)
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1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
3
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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