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subject:"Interest rate derivative"
~isPartOf:"Discussion paper / B"
~subject:"Estimation"
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Interest rate derivative
Estimation
Yield curve
20
Zinsstruktur
20
Theorie
16
Theory
16
CAPM
8
Zinsderivat
6
Option pricing theory
5
Optionspreistheorie
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Stochastischer Prozess
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Credit risk
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Inflationskonvergenz
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International financial market
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Internationaler Finanzmarkt
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Kapitalmarkttheorie
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Sandmann, Klaus
6
Sondermann, Dieter
4
Borries, Daniel von
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Miltersen, Kristian R.
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
Journal of banking & finance
46
Working paper / National Bureau of Economic Research, Inc.
39
NBER working paper series
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Journal of financial economics
37
International journal of theoretical and applied finance
33
International review of economics & finance : IREF
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Journal of international money and finance
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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Journal of money, credit and banking : JMCB
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The North American journal of economics and finance : a journal of financial economics studies
19
The review of financial studies
19
Research paper series / Swiss Finance Institute
18
International review of financial analysis
17
Journal of international financial markets, institutions & money
17
CESifo working papers
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Discussion paper
15
Discussion papers / CEPR
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The journal of computational finance
15
BIS working papers
14
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Working paper series / European Central Bank
14
Journal of econometrics
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ECONIS (ZBW)
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1
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
2
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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3
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
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4
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
5
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
6
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
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