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institution:"Centre for Analytical Finance <Århus>"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~subject:"Interest rate derivative"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Zinskurve"
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Interest rate derivative
Stochastischer Prozess
Yield curve
15
Zinsstruktur
15
Theorie
12
Theory
12
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtlineare Regression
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Nonlinear regression
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Statistical test
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Statistischer Test
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Stochastic process
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Volatility
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Volatilität
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Zinsderivat
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1993-2002
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1998-2000
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Arbitrage
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CAPM
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Cointegration
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Credit derivative
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Credit rating
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Credit risk
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Currency derivative
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Dänemark
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Einheitswurzeltest
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Erwartungsbildung
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Estimation
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Estimation theory
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Expectation formation
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Financial economics
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Government securities
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Collin-Dufresne, Pierre
1
Di Miscia, Orazio
1
Goldstein, Robert S.
1
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
8
Ekonomiska forskningsinstitutet <Stockholm>
3
Deutsche Forschungsgemeinschaft
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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Judge Institute of Management Studies
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Queen Mary College / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Center for Research in Security Prices
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
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Walter de Gruyter GmbH & Co. KG
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World Bank
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Fisher College of Business working paper series
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ECONIS (ZBW)
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"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
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2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
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