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~person:"Christiansen, Charlotte"
~person:"Kolb, Robert W."
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Search: subject_exact:"Zinsderivat"
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Interest rate derivative
14
Zinsderivat
14
USA
7
United States
7
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5
Volatility
5
Volatilität
5
Yield curve
4
Zinsstruktur
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1977-1981
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Christiansen, Charlotte
Kolb, Robert W.
Hess, Dieter
21
Hautsch, Nikolaus
18
Chiarella, Carl
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Joshi, Mark S.
12
Mercurio, Fabio
12
Pelsser, Antoon André Jean
12
Rebonato, Riccardo
12
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12
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12
Upper, Christian
12
Akram, Tanweer
11
Bhar, Ramaprasad
11
Bianchetti, Marco
11
Mamun, Khawaja Abdullah al
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Fang, Victor
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Gerhard, Frank
9
Herwartz, Helmut
9
Ito, Takayasu
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
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8
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8
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8
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8
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8
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8
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Centre for Analytical Finance <Århus>
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The journal of futures markets
4
Interest rate futures : concepts and issues
2
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2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Economics letters
1
Review of derivatives research
1
Selected writings on futures markets : explorations in financial futures markets
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ECONIS (ZBW)
14
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1
Testing the expectations hypothesis using long-maturity forward rates
Christiansen, Charlotte
- In:
Economics letters
78
(
2003
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001728162
Saved in:
2
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:
3
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
4
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
6
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
7
Duration, immunization, and hedging with interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 353-364)
.
1986
Persistent link: https://www.econbiz.de/10001258089
Saved in:
8
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 105-117)
.
1985
Persistent link: https://www.econbiz.de/10001305695
Saved in:
9
A pricing anomaly in Treasury Bill futures
Kolb, Robert W.
- In:
The journal of financial research
8
(
1985
)
2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
Saved in:
10
Removing bias in duration based hedging models : a note
Gay, Gerald D.
- In:
The journal of futures markets
4
(
1984
)
2
,
pp. 225-228
Persistent link: https://www.econbiz.de/10001082993
Saved in:
11
Macro versus micro futures hedges at commercial banks
Kolb, Robert W.
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10001083015
Saved in:
12
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 339-352)
.
1982
Persistent link: https://www.econbiz.de/10001258065
Saved in:
13
Are there arbitrage opportunities in the treasury-bond futures market?
Kolb, Robert W.
- In:
The journal of futures markets
2
(
1982
)
3
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001080719
Saved in:
14
Managing foreign interest rate risk
Kolb, Robert W.
- In:
The journal of futures markets
2
(
1982
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10001080929
Saved in:
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