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subject:"Anleihe"
~subject:"Interest rate derivative"
~institution:"Deutsche Forschungsgemeinschaft"
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Anleihe
Interest rate derivative
Yield curve
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Zinsstruktur
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Zinsderivat
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CAPM
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Derivat
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Derivative
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Financial economics
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Interest rate
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Sandmann, Klaus
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Sondermann, Dieter
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Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Société Universitaire Européene de Recherches Financières
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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Technische Universität Kaiserslautern
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Verlag Dr. Hut <München>
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Walter A. Haas School of Business
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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World Bank
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1
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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2
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
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