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Yield curve
Theorie
22,929
Simulation
22,632
Theory
22,504
Zins
19,973
Interest rate
18,678
Zinsstruktur
15,852
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15,723
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5,750
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5,644
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5,533
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4,165
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3,637
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3,237
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3,189
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2,763
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2,731
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Rudebusch, Glenn D.
107
Christensen, Jens H. E.
72
Akram, Tanweer
70
Favero, Carlo A.
57
Wu, Jing Cynthia
55
Wright, Jonathan H.
54
Bekaert, Geert
51
Afonso, António
49
Diebold, Francis X.
49
Monfort, Alain
47
Chernov, Mikhail
45
Caporale, Guglielmo Maria
44
Chiarella, Carl
43
Krippner, Leo
43
Renne, Jean-Paul
43
Bauer, Michael D.
42
Campbell, John Y.
42
Gollier, Christian
42
Mishkin, Frederic S.
42
Hamilton, James D.
41
Hördahl, Peter
38
Kim, Don H.
38
Schlögl, Erik
38
Wei, Min
38
Fabozzi, Frank J.
36
Kaminska, Iryna
36
Thornton, Daniel L.
36
Dewachter, Hans
35
Gouriéroux, Christian
35
Lemke, Wolfgang
35
Friedman, Benjamin M.
34
Goldstein, Robert S.
34
Joshi, Mark S.
34
Filipović, Damir
32
Jarrow, Robert A.
32
Singleton, Kenneth J.
32
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Meldrum, Andrew
30
Mönch, Emanuel
30
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National Bureau of Economic Research
292
Centre for Analytical Finance <Århus>
14
Federal Reserve Bank of San Francisco
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
10
European Central Bank
9
International Monetary Fund
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Federal Reserve Bank of St. Louis
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Banque de France / Direction des Etudes Economiques et de la Recherche
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European Parliament / Directorate-General for Internal Policies of the Union
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OECD
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / European Department <1>
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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World Bank
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Tinbergen Instituut
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3
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2
Bank of England / Economics Division
2
C.E.P.R. Discussion Papers
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
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NBER working paper series
288
Working paper / National Bureau of Economic Research, Inc.
238
NBER Working Paper
236
Journal of banking & finance
227
The journal of fixed income
137
Journal of international money and finance
132
Discussion paper / Centre for Economic Policy Research
131
Journal of financial economics
128
Finance research letters
127
International journal of theoretical and applied finance
121
Finance and economics discussion series
119
Working paper series / European Central Bank
110
Journal of money, credit and banking : JMCB
106
IMF working papers
105
Working paper
101
Economics letters
100
International review of economics & finance : IREF
98
The review of financial studies
92
Applied economics
91
The journal of finance : the journal of the American Finance Association
91
Journal of empirical finance
82
Economic modelling
81
Journal of monetary economics
80
Applied financial economics
79
Journal of economic dynamics & control
75
International review of financial analysis
73
Discussion papers / CEPR
72
Working papers series / Federal Reserve Bank of San Francisco
72
ECB Working Paper
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Journal of international financial markets, institutions & money
68
CESifo working papers
67
Applied economics letters
66
Discussion paper
66
The journal of futures markets
63
Journal of financial and quantitative analysis : JFQA
62
The North American journal of economics and finance : a journal of financial economics studies
60
The European journal of finance
55
Finance and stochastics
54
Journal of econometrics
53
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Source
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ECONIS (ZBW)
15,508
RePEc
91
EconStor
26
BASE
5
Other ZBW resources
2
Showing
1
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10
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15,632
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date (oldest first)
1
Efficient and exact
simulation
of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
2
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
3
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
4
The new interest rate models
Hughston, Lane P.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001522106
Saved in:
5
Extended Libor market models with affine and quadratic volatility
Zühlsdorff, Christian
-
2002
Persistent link: https://www.econbiz.de/10001667067
Saved in:
6
Interest rate modelling
James, Jessica
;
Webber, Nick
-
2000
Persistent link: https://www.econbiz.de/10001354952
Saved in:
7
Interest rate modelling
Svoboda, Simona
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001794611
Saved in:
8
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
9
Interest rate models
Cheyette, Oren
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 3-25)
.
2002
Persistent link: https://www.econbiz.de/10001734133
Saved in:
10
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
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