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~isPartOf:"Journal of banking & finance"
~isPartOf:"Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1"
~subject:"Option pricing theory"
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Option pricing theory
Interest rate risk
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Zinsrisiko
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Journal of banking & finance
Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
Finance : revue de l'Association Française de Finance
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Kalkulation impliziter Optionen in Zeiten negativer Zinsen und neuer Regulatorik
Gramatke, Wolf Christoph
-
2017
Persistent link: https://www.econbiz.de/10011637280
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2
A path-dependent approach to security valuation with application to interest rate contingent claims
Breeden, Douglas T.
- In:
Journal of banking & finance
21
(
1997
)
4
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001215990
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A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
20
(
1996
)
2
,
pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
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