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Interest rate risk
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Zinsrisiko
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Finanzmathematik
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Bacinello, Anna Rita
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Frey, Rüdiger
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Quell, Peter
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Applied mathematical finance
Journal of banking & finance
40
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
16
Europäische Hochschulschriften / 5
15
NBER Working Paper
12
Bank- und finanzwirtschaftliche Forschungen
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Discussion paper
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Applied economics
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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The journal of fixed income
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Wiley finance series
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Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
7
IMF working paper
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Journal of risk management in financial institutions
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Kredit und Kapital
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Staff working papers / Bank of England
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The European journal of finance
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Working paper series / International Center for Insurance Regulation
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Competence Center Finanz- und Bankmanagement : ccfb
6
Discussion paper / Centre for Economic Policy Research
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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Journal of financial services research : JFSR
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Swiss Finance Institute Research Paper
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Working paper series / European Central Bank
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BIS quarterly review : international banking and financial market developments
5
Bundesbank Discussion Paper
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Business, Economics, and Law
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
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Economics letters
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Journal of international money and finance
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
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Modelling specific interest rate risk with estimation of missing data
Siegl, Thomas
;
Quell, Peter
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 283-309
Persistent link: https://www.econbiz.de/10003149972
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2
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita
;
Ortu, Fulvio
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
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3
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
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