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person:"Hull, John"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Brigo, Damiano"
~person:"Kijima, Masaaki"
~person:"Longstaff, Francis A."
~person:"Schlögl, Erik"
~person:"Schön, Thomas"
~subject:"Credit"
~subject:"Insolvency"
~subject:"United States"
~subject:"Zinsstruktur"
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Interest rate derivative
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Hull, John
Brigo, Damiano
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Longstaff, Francis A.
Schlögl, Erik
Schön, Thomas
Alfeus, Mesias
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
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