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institution:"University of Sydney / Department of Economics"
~accessRights:"free"
~institution:"Institute of Finance and Accounting <London>"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"International Conference on Derivatives and Risk Management <2003, Schanghai>"
~source:"econis"
~subject:"Interest rate derivative"
~type:"book"
~type_genre:"Working Paper"
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Search: subject_exact:"Interest rate swap"
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Interest rate derivative
Zinsderivat
2
Estimation
1
Schätzung
1
Swap
1
USA
1
United States
1
Yield curve
1
Zinsstruktur
1
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Brown, Roger H.
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Galluccio, Stefano
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Huang, Zhijhang
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Ly, Jean-Michel
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Scaillet, Olivier
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Schaefer, Stephen M.
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University of Sydney / Department of Economics
Institute of Finance and Accounting <London>
International Center for Financial Asset Management and Engineering
International Conference on Derivatives and Risk Management <2003, Schanghai>
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Danmarks Nationalbank
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Melbourne Institute of Applied Economic and Social Research
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University of Melbourne / Faculty of Business and Economics
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ECONIS (ZBW)
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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2
Why long term forward interest rates (almost) always slope downwards
Brown, Roger H.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700548
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