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person:"Rutkowski, Marek"
~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
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Theory
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Zinsderivat
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Euromarkets
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Euromarkt
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Swap
2
Swaption
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Yield curve
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Currency derivative
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Derivat
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Derivative
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Eurodollar Futures
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Libor
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Libor Rate
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Swap Rate
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Term Structure Of Interest Rates
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admissibility
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Rutkowski, Marek
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
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Joshi, Mark S.
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Pelsser, Antoon André Jean
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Rebonato, Riccardo
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Schlögl, Erik
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Schoenmakers, John
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Upper, Christian
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Akram, Tanweer
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Bhar, Ramaprasad
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Bianchetti, Marco
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Mamun, Khawaja Abdullah al
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Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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Sandmann, Klaus
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Fang, Victor
10
Söderlind, Paul
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White, Alan
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Chen, Ren-Raw
9
Herwartz, Helmut
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Ito, Takayasu
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Jarrow, Robert A.
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Miltersen, Kristian R.
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Burgess, Nicholas
8
Fabozzi, Frank J.
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Gay, Gerald D.
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Grbac, Zorana
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Kolb, Robert W.
8
Malhotra, Davinder Kumar
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Ritchken, Peter H.
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Arak, Marcelle V.
7
Azad, A. S. M. Sohel
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Applied mathematical finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
2
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
3
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
4
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
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