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subject:"Volatility"
~subject:"Zinsderivat"
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Volatility
Zinsderivat
Yield curve
30
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Option pricing theory
18
Optionspreistheorie
18
Theorie
17
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17
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10
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1992-1995
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Review of derivatives research
International journal of theoretical and applied finance
37
Journal of banking & finance
35
The journal of futures markets
33
Journal of financial economics
21
The journal of fixed income
21
The journal of computational finance
20
The review of financial studies
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
17
Applied mathematical finance
15
Journal of international money and finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
NBER Working Paper
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The journal of finance : the journal of the American Finance Association
15
Journal of empirical finance
14
Quantitative finance
14
Applied financial economics
13
Economics letters
13
Journal of financial and quantitative analysis : JFQA
13
International journal of financial engineering
12
Finance and stochastics
11
International review of financial analysis
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Research paper series / Swiss Finance Institute
11
The North American journal of economics and finance : a journal of financial economics studies
11
Economic modelling
10
Finance research letters
10
Journal of international financial markets, institutions & money
10
Journal of mathematical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Interest rate modelling after the financial crisis
8
Risks : open access journal
8
Staff reports / Federal Reserve Bank of New York
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Asia-Pacific financial markets
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International review of economics & finance : IREF
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1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
2
Yield curves from different bond data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
Saved in:
3
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
4
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
5
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
6
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Saved in:
7
Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun
;
Gao, Bin
- In:
Review of derivatives research
6
(
2003
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
Saved in:
8
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
9
American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
Saved in:
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