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isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"International journal of financial engineering"
~subject:"Finanzmathematik"
~subject:"Swap"
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Finanzmathematik
Swap
Interest rate derivative
37
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United States
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Option pricing theory
14
Optionspreistheorie
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1982-1985
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Elliott, Robert J.
1
Fuji, Masaaki
1
Jain, Shashi
1
Karlsson, Patrik
1
Oosterlee, Cornelis Willebrordus
1
Pan, Jian
1
Takahashi, Akihiko
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Advances in futures and options research : a research annual
International journal of financial engineering
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Applied mathematical finance
5
International review of financial analysis
5
The journal of computational finance
5
The journal of fixed income
5
Journal of financial economics
4
Bank of England Working Paper
3
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper series / Swiss Finance Institute
3
Staff working papers / Bank of England
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
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Working paper series / Federal Reserve Bank of Atlanta
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Working paper series / Frankfurt School of Finance & Management
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Applied financial economics letters
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Corporate risk : strategies and management
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European journal of operational research : EJOR
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Europäische Hochschulschriften / 5
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HKIMR working paper
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Harvard Business School Finance Case
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Journal / The Capco Institute : journal of financial transformation
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Proceedings of a Conference on Bank Structure and Competition
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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The handbook of municipal bonds
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
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2
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
3
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
4
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
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