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subject:"Optionspreistheorie"
~person:"Fabozzi, Frank J."
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Optionspreistheorie
Yield curve
26
Zinsstruktur
26
Theorie
12
Theory
12
Option pricing theory
7
Interest rate
5
Zins
5
Estimation
4
Portfolio selection
4
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Schätzung
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Anleihe
3
Bond
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Credit risk
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Derivat
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Derivative
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Kreditrisiko
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CAPM
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Interest rate derivative
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Kreditderivat
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Prognoseverfahren
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Risikomanagement
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Swap
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USA
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2000-2003
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Actuarial mathematics
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Aktienindex
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Fabozzi, Frank J.
Joshi, Mark S.
14
Schlögl, Erik
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Rebonato, Riccardo
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brigo, Damiano
4
Christoffersen, Peter F.
4
Da Fonseca, José
4
Das, Sanjiv R.
4
De Simone, Antonio
4
Deelstra, Griselda
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The journal of fixed income
3
Interest rate, term structure, and valuation modeling
1
The handbook of fixed income securities
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
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Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
2
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
3
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
4
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
5
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
6
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
7
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
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