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Interest Rate Caps "Smile" Too...
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Derivative
Theorie
214
Theory
214
CAPM
64
Yield curve
50
Zinsstruktur
50
Portfolio selection
45
Portfolio-Management
45
Börsenkurs
44
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44
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44
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43
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43
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Jarrow, Robert A.
41
Protter, Philip E.
5
Yildirim, Yildiray
4
Chatterjea, Arkadev
3
Kwok, Simon Sai Man
3
Turnbull, Stuart M.
3
Amin, Kaushik I.
2
Li, Haitao
2
Shimbo, Kazuhiro
2
Zhao, Feng
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Annual review of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Johnson School Research Paper Series
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
The journal of finance : the journal of the American Finance Association
2
22-333
1
Advances in futures and options research : a research annual
1
Economics letters
1
European journal of operational research : EJOR
1
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1
Finance research letters
1
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1
International journal of theoretical and applied finance
1
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1
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1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
The Irwin series in finance
1
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1
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1
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1
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
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2
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
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3
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
Saved in:
4
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
5
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A.
- In:
Economics letters
22
(
1986
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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6
Credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1995
Persistent link: https://www.econbiz.de/10000985913
Saved in:
7
Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I.
- In:
Journal of international money and finance
10
(
1991
)
3
,
pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
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8
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
9
Forward options and futures options
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
Saved in:
10
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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