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isPartOf:"The journal of fixed income"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~subject:"Japan"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Interest rate derivative
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1
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The journal of fixed income
Selected writings on futures markets : explorations in financial futures markets
International journal of theoretical and applied finance
18
The journal of computational finance
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
10
Review of derivatives research
10
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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The journal of futures markets
5
European journal of operational research : EJOR
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Journal of mathematical finance
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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The journal of finance : the journal of the American Finance Association
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Advances in Pacific Basin financial markets
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Applied economics
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Global finance journal
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IMES discussion paper series / Englische Ausgabe
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International journal of business
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International review of financial analysis
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Journal of financial economics
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Monetary and economic studies
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SSE EFI working paper series in economics and finance
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The review of financial studies
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied financial economics letters
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Berichte des Fraunhofer ITWM
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Bonn Econ Discussion Papers / BGSE
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Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
Saved in:
2
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
3
A simple non-parametric approach to bond futures option pricing
Stutzer, Michael J.
;
Chowdhury, Muinul
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 67-76
Persistent link: https://www.econbiz.de/10001432409
Saved in:
4
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
Saved in:
5
Pricing path-dependent interest rate contingent claims using a lattice
Dharan, Venkat G.
- In:
The journal of fixed income
6
(
1997
)
4
,
pp. 40-49
Persistent link: https://www.econbiz.de/10001218360
Saved in:
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