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source:"econis"
~person:"Scaillet, Olivier"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Interest rate derivative
Optionspreistheorie
Yield curve
17
Zinsstruktur
17
Theorie
15
Theory
15
Zinsderivat
5
Volatility
4
Volatilität
4
Swap
3
Anleihe
2
Bond
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Stochastic process
2
Stochastischer Prozess
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1
Finanzintermediation
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Scaillet, Olivier
Schlögl, Erik
20
Chiarella, Carl
17
Joshi, Mark S.
17
Sandmann, Klaus
16
Filipović, Damir
14
Chen, Son-nan
11
Miltersen, Kristian R.
11
Schoenmakers, John
11
Subrahmanyam, Marti G.
11
White, Alan
11
Mercurio, Fabio
10
Elliott, Robert J.
9
Grbac, Zorana
9
Pelsser, Antoon André Jean
9
Rebonato, Riccardo
9
Akram, Tanweer
8
Beveridge, Christopher
8
Bianchetti, Marco
8
Duffie, Darrell
8
Henrard, Marc P. A.
8
Ito, Takayasu
8
Mamun, Khawaja Abdullah al
8
Wu, Ting-pin
8
Almeida, Caio
7
Benth, Fred Espen
7
Eberlein, Ernst
7
Fabozzi, Frank J.
7
Fanelli, Viviana
7
Grasselli, Martino
7
Herwartz, Helmut
7
Hull, John
7
Jarrow, Robert A.
7
Jong, Frank de
7
Macrina, Andrea
7
Schwartz, Eduardo S.
7
Sondermann, Dieter
7
Takahashi, Akihiko
7
Björk, Tomas
6
Blaskowitz, Oliver
6
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International Center for Financial Asset Management and Engineering
1
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Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
FAME research paper series
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
2
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002078198
Saved in:
4
Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
Saved in:
5
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
6
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
7
Options on forward and futures contracts in the affine term structure model
Leblanc, Boris
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
Saved in:
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