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subject:"Optionspreistheorie"
~isPartOf:"Discussion paper / B"
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Optionspreistheorie
Interest rate derivative
8
Zinsderivat
8
CAPM
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Yield curve
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Zinsstruktur
6
Theorie
5
Theory
5
Option pricing theory
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EU countries
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Sandmann, Klaus
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Sommer, Daniel
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Sondermann, Dieter
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
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International journal of financial engineering
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Advances in futures and options research : a research annual
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Gabler Edition Wissenschaft
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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European journal of operational research : EJOR
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Journal of mathematical finance
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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Série de trabalhos para discussão
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The journal of futures markets
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Advances in Pacific Basin financial markets
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Applied economics
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Global finance journal
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Journal of financial economics
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SSE EFI working paper series in economics and finance
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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The review of financial studies
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Berichte des Fraunhofer ITWM
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Bonn Econ Discussion Papers / BGSE
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Europäische Hochschulschriften / 5
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Finance research letters
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Financial markets and portfolio management
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Interest rate, term structure, and valuation modeling
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
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2
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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