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subject:"Optionspreistheorie"
~isPartOf:"Journal of financial economics"
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Optionspreistheorie
Interest rate derivative
13
Zinsderivat
13
Yield curve
8
Zinsstruktur
8
Swap
4
Theorie
4
Theory
4
USA
4
United States
4
CAPM
3
Derivat
3
Derivative
3
Option pricing theory
3
Risikoprämie
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Risk premium
3
Capital income
2
Credit risk
2
EU countries
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EU-Staaten
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Financial regulation
2
Geldmarkt
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Government securities
2
Interbank market
2
Interbankenmarkt
2
Interest rate swaps
2
Kapitaleinkommen
2
Kreditrisiko
2
LIBOR
2
Liquidity
2
Money market
2
Option trading
2
Optionsgeschäft
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Public bond
2
Regulation
2
Regulierung
2
Risiko
2
Risk
2
Staatspapier
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Volatility
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Bakshi, Gurdip S.
1
Crosby, John
1
Gao, Xiaohui
1
Hansen, Jorge W.
1
Leippold, Markus
1
Strømberg, Jacob
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Svenstrup, Mikkel
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Journal of financial economics
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
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Quantitative finance
5
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
2
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ECONIS (ZBW)
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
3
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 651-684
Persistent link: https://www.econbiz.de/10003228840
Saved in:
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