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Search: subject_exact:"LIBOR market model"
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ECONIS (ZBW)
219
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1
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219
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1
Zinsoptimiertes Schuldenmanagement
Peters, Christoph
-
2014
Persistent link: https://www.econbiz.de/10010528510
Saved in:
2
Defaultable term structure models : macroeconomic impact and valuation of complex credit- and inflation-linked derivatives
Ilg, Melanie
-
2013
Persistent link: https://www.econbiz.de/10009783850
Saved in:
3
Nichtlineare Zinssetzung : theoriegeleitete Modellierung und empirische Analyse für den deutschen Bankensektor
Heinzelmann, Ludwig
-
2017
-
[1. Auflage]
Persistent link: https://www.econbiz.de/10011638704
Saved in:
4
An interest-rate model with regime-switching mean-reversion level
Grimm, Stefanie
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011646074
Saved in:
5
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
Saved in:
6
Essays on monetary and international macroeconomics
Traczyk, Adam
-
2011
Persistent link: https://www.econbiz.de/10009229846
Saved in:
7
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Kallsen, Jan
(
ed.
);
Papapantoleon, Antonis
(
ed.
); …
-
2016
Persistent link: https://www.econbiz.de/10013457208
Saved in:
8
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
Saved in:
9
Investment and borrowing behavior in retail financial markets
Waldenmaier, Tobias
-
2015
Persistent link: https://www.econbiz.de/10011449751
Saved in:
10
Essays on credit default swap and futures markets
Kuate Kamga, Christel Merlin
-
2015
Persistent link: https://www.econbiz.de/10011449764
Saved in:
11
Prices and expectations : essays in international finance and monetary economics
Wang, Likun
-
2015
Persistent link: https://www.econbiz.de/10011391315
Saved in:
12
No-arbitrage term structure models of credit risk and the business cycle
Speck, Christian
-
2015
Persistent link: https://www.econbiz.de/10011280874
Saved in:
13
The macroeconomics of the term structure of interest rates
Zagaglia, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003867585
Saved in:
14
Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003872174
Saved in:
15
Developments in macro-finance Yield curve modelling
Chadha, Jagjit
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010221020
Saved in:
16
Forecasting financial and macroeconomic variables : shrinkage, dimension reduction, and aggregation
Raviv, Eran
-
2014
Persistent link: https://www.econbiz.de/10010258365
Saved in:
17
Asymmetric information in financial intermediation : evidence from syndicated loans
Mattes, Julian Aaron
-
2013
Persistent link: https://www.econbiz.de/10010198280
Saved in:
18
Barrier-dependent structural models of default risk
Breitkopf, Nikolas
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009790786
Saved in:
19
Introduction of a new conceptual framework for government debt management : with a special emphasis on modeling the term structure dynamics
Hubig, Anja
-
2013
Persistent link: https://www.econbiz.de/10009706300
Saved in:
20
Generalized quantile regression
Guo, Mengmeng
-
2012
Persistent link: https://www.econbiz.de/10009689018
Saved in:
21
The behavior of interest rates and credit flows : persistence and cycles
Busch, Ulrike
-
2011
Persistent link: https://www.econbiz.de/10009490397
Saved in:
22
Essays in dynamic macroeconomics
Margaritov, Emil
-
2011
Persistent link: https://www.econbiz.de/10009540045
Saved in:
23
Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Gramatke, Wolf Christoph
-
2011
Persistent link: https://www.econbiz.de/10008905681
Saved in:
24
Pricing and risk management of synthetic CDOs
Schlösser, Anna
-
2011
Persistent link: https://www.econbiz.de/10008797619
Saved in:
25
The yield curve and financial risk premia : implications for monetary policy
Geiger, Felix
-
2011
Persistent link: https://www.econbiz.de/10009272586
Saved in:
26
Die Zinsstrukturtheorie : eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald
-
2010
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003952238
Saved in:
27
Correlated defaults, incomplete information, and the term structure of credit spreads
Giesecke, Kay
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639703
Saved in:
28
Aufsichtliche Identifikation von Ausreißerbanken : Analyse von Messansatz und Quantifizierungsalternativen
Kleffmann, Lars
-
2009
Persistent link: https://www.econbiz.de/10003811958
Saved in:
29
Essays on economic fluctuations
Burren, Daniel
-
2009
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10003843919
Saved in:
30
Essays on the term structure of interest rates and long-run risks
Hasseltoft, Henrik
-
2009
Persistent link: https://www.econbiz.de/10003918843
Saved in:
31
DSGE models and term structure models with macroeconomic variables
Andreasen, Martin Møller
-
2009
Persistent link: https://www.econbiz.de/10003804210
Saved in:
32
Credit spreads : Einflussfaktoren, Berechnung und langfristige Gleichgewichtsmodellierung
Schlecker, Matthias
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003861217
Saved in:
33
Essays on the large dimensional approximate dynamic factor model
Schmid, Frank
-
2009
Persistent link: https://www.econbiz.de/10013436419
Saved in:
34
Die Entwicklung der Zinsstrukturkurve : eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters
Mayer, Christoph
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003816962
Saved in:
35
Implizite Ausfallwahrscheinlichkeiten von Unternehmensanleihen : eine empirische Analyse in unterschiedlichen Währungen auf Basis von Zinsstrukturkurven
Schiffel, Simon
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003888256
Saved in:
36
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
37
Riskfree rate dynamics : information, trading, and state space modeling
Wel, Michel van der
-
2008
Persistent link: https://www.econbiz.de/10003775902
Saved in:
38
Essays on interest rate theory
Elhouar, Mikael
-
2008
Persistent link: https://www.econbiz.de/10003800023
Saved in:
39
Portfolio insurance - CPPI im Vergleich zu anderen Strategien
Uhlmann, Roger
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003639924
Saved in:
40
Essays on financial econometrics : modeling the term structure of interest rates
Bouwman, Kees Evert
-
2008
Persistent link: https://www.econbiz.de/10003671104
Saved in:
41
Bond portfolio optimization
Puhle, Michael
-
2008
Persistent link: https://www.econbiz.de/10003556428
Saved in:
42
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:
43
Essays on credit risk and credit derivatives
Bajlum, Claus
-
2008
Persistent link: https://www.econbiz.de/10003761742
Saved in:
44
Capital markets and aggregate factors in the Chilean economy
Morales, Marco
-
2007
Persistent link: https://www.econbiz.de/10009248613
Saved in:
45
Essays on term structure modeling : estimation, nonlinearities and immunization
Archontakis, Theofanis
-
2007
Persistent link: https://www.econbiz.de/10003637458
Saved in:
46
Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Gavin, William T.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003507821
Saved in:
47
Forecasting financial time series using model averaging
Ravazzolo, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003580042
Saved in:
48
Derivatives pricing and term structure modeling
Hinnerich, Mia
-
2007
Persistent link: https://www.econbiz.de/10003649920
Saved in:
49
Modeling and forecasting stock return volatility and the term structure of interest rates
Pooter, Michiel de
-
2007
Persistent link: https://www.econbiz.de/10003539428
Saved in:
50
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
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