Narrow search
Showing 1 - 10 of 23
Cover Image
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
Cover Image
Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000886970
Cover Image
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel - In: European financial management : the journal of the … 3 (1997) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10001541513
Cover Image
Problemlösung oder riskantes Investment?
Sommer, Daniel - In: Die Bank (2014) 12, pp. 14-15
Persistent link: https://www.econbiz.de/10010437511
Cover Image
On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
Cover Image
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908122
Cover Image
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger - 1996 - Rev. version
Persistent link: https://www.econbiz.de/10000946123
Cover Image
Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel - 1996
Persistent link: https://www.econbiz.de/10000952089
Cover Image
Factor models and the shape of the term structure
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000954666
Cover Image
Continuous-time limits in the generalised Ho-Lee framework under the risk-neutral and forward measures
Sommer, Daniel - 1994
Persistent link: https://www.econbiz.de/10000891387