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source:"econis"
~language:"eng"
~person:"Hull, John"
~subject:"Interest rate derivative"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Interest rate derivative
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1999
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Hull, John
Joshi, Mark S.
12
Schlögl, Erik
11
Chiarella, Carl
10
Schoenmakers, John
9
Akram, Tanweer
8
Bianchetti, Marco
8
Ito, Takayasu
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Miltersen, Kristian R.
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Subrahmanyam, Marti G.
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Trolle, Anders B.
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Wu, Ting-pin
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Milas, Costas
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Journal of investment management : JOIM
2
Journal of financial and quantitative analysis : JFQA
1
The journal of fixed income
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ECONIS (ZBW)
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OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
Saved in:
2
LIBOR versus OIS : the derivatives discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
Saved in:
3
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
4
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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