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subject:"Börsenkurs"
~isPartOf:"The journal of computational finance"
~subject:"Derivative"
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Börsenkurs
Derivative
Interest rate derivative
23
Zinsderivat
23
Option pricing theory
18
Optionspreistheorie
18
Yield curve
15
Zinsstruktur
15
Theorie
11
Theory
11
Derivat
8
Stochastic process
5
Stochastischer Prozess
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Swap
5
Arbitrage Pricing
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Bermudan swaptions
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Development theory
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Entwicklungstheorie
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Fong-Vasicek (FV) model
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Kennedy, Joanne E.
2
Bhuruth, Muddun
1
Coonjobeharry, Radha Krishn
1
Gogala, Jaka
1
Kaisajuntti, Linus
1
Kiesel, Rüdiger
1
Korn, Ralf
1
Liang, Qian
1
Lopes, Sara Dutra
1
Lutz, Matthias
1
Reisinger, Christoph
1
Sidenius, Jakob
1
Tangman, Désiré Yannick
1
Vázquez, Carlos
1
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The journal of computational finance
The journal of futures markets
17
International journal of theoretical and applied finance
10
Applied mathematical finance
7
Journal of banking & finance
7
Quantitative finance
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
CoFE discussion papers
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
The European journal of finance
4
Annual review of financial economics
3
Bank- und finanzwirtschaftliche Forschungen
3
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Discussion paper / Deutsche Bundesbank
3
Europäische Hochschulschriften / 5
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International review of financial analysis
3
Journal of financial economics
3
Journal of mathematical finance
3
Review of derivatives research
3
SAFE working paper
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SpringerLink / Bücher
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The handbook of fixed income securities
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of fixed income
3
Advances in futures and options research : a research annual
2
Applied economics
2
BIS working papers
2
Bundesbank Series 1 Discussion Paper
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Discussion Paper Series 1
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Economics letters
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European finance review : the official journal of the European Finance Association
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European journal of operational research : EJOR
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Finance and economics discussion series
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Finance and stochastics
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Finance research letters
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Financial engineering explained
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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1
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
2
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
3
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
4
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
5
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
6
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
Saved in:
7
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
8
LIBOR market models in practice
Sidenius, Jakob
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001517424
Saved in:
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