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Yield curve
USA
71
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70
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69
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69
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50
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45
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26
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25
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21
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21
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20
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18
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18
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18
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17
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17
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17
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17
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16
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16
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15
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15
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15
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14
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13
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13
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13
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12
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12
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11
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9
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Miltersen, Kristian R.
11
Sandmann, Klaus
4
Sondermann, Dieter
3
Schwartz, Eduardo S.
2
Aase Nielsen, Jørgen
1
Lindset, Snorre
1
Lund, Arne-Christian
1
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Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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2
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1
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ECONIS (ZBW)
12
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1
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
2
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
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3
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
4
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
5
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
6
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
7
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
8
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
9
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
10
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
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