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Beurteilung von unterschiedlichen internen Zinsfüßen einer Zahlungsreihe
Monschauer, Frank - 2007
Persistent link: https://www.econbiz.de/10003456646
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Einige Anmerkungen zur Verwendung des Erwartungswertes
Kischka, Peter - 2008
Persistent link: https://www.econbiz.de/10003656687
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Linear duality, term structure, and valuation
Frauendorfer, Karl - In: Selected papers of the Symposium on Operations Research …, (pp. 13-18). 1998
Persistent link: https://www.econbiz.de/10001323348
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Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
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Duality and estimation of the term structure of interest rates
Prisman, Eliezer Zeev; Schnytzer, Adi - 1988
Persistent link: https://www.econbiz.de/10000748104
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Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962
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Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d' - In: The journal of computational finance 8 (2004/2005) 4, pp. 77-99
Persistent link: https://www.econbiz.de/10002990531