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institution:"Association Luxembourgeoise des Juristes de Banque"
~institution:"Bank of England / Economics Division"
~institution:"Deutsche Forschungsgemeinschaft"
~subject:"Zinsderivat"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Zinsderivat
Yield curve
6
Zinsstruktur
6
Großbritannien
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Interest rate
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Interest rate derivative
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Public bond
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United Kingdom
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Zins
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Öffentliche Anleihe
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25.09.1986
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Belgien
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Sandmann, Klaus
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Sondermann, Dieter
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Association Luxembourgeoise des Juristes de Banque
Bank of England / Economics Division
Deutsche Forschungsgemeinschaft
National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Eric Cuvillier <Firma>
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International Center for Financial Asset Management and Engineering
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Chicago / Center for Research in Security Prices
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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World Bank
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1
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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2
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
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