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source:"econis"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~language:"eng"
~subject:"Interest rate derivative"
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Interest rate derivative
Yield curve
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Theorie
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Markov-Kette
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USA
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United States
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1957-2006
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Björk, Tomas
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Christensen, Bent Jesper
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Christiansen, Charlotte
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Shin Jensen, Malene
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of futures markets
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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Applied mathematical finance
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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Finance and stochastics
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Interest rate modelling after the financial crisis
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Journal of financial economics
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International review of financial analysis
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Review of derivatives research
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advances in futures and options research : a research annual
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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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SFB 649 discussion paper
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Economics letters
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European journal of operational research : EJOR
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Working papers / The Levy Economics Institute
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Annual review of financial economics
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Applied economics
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Applied financial economics letters
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Bonn Econ Discussion Papers / BGSE
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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On finite dimensional HJM representations
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
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Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
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1999
Persistent link: https://www.econbiz.de/10008664852
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