No arbitrage theory for bond markets
Year of publication: |
[2016]
|
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Authors: | Klein, Irene ; Schmidt, Thorsten ; Teichmann, Josef |
Published in: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein. - Cham : Springer Verlag, ISBN 978-3-319-45873-1. - 2016, p. 381-421
|
Subject: | Large financial markets | Bond markets | Interest rate theory | Forward measure | Short-rate | Numéraire | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | Zinstheorie | Theory of interest |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
Language: | English |
Other identifiers: | 10.1007/978-3-319-45875-5_16 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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