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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Interest rate derivative
6
Zinsderivat
6
Yield curve
4
Zinsstruktur
4
Volatility
3
Volatilität
3
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Arbitrage
1
CAPM
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Expectation formation
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Fälligkeit
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Maturity
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Method of moments
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Momentenmethode
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Swap
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Theory of interest
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United States
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
6
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Christiansen, Charlotte
2
Berg Jensen, M.
1
Björk, Tomas
1
Christensen, Bent Jesper
1
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Europäische Hochschulschriften / 5
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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ECONIS (ZBW)
6
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1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
4
Efficient method of moments estimation of the Longstaff and Schwartz interest rate model
Berg Jensen, M.
-
2000
Persistent link: https://www.econbiz.de/10001456677
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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/10001456681
Saved in:
6
Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
-
1999
Persistent link: https://www.econbiz.de/10008664852
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