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subject:"Interest rate derivative"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~type_genre:"Book review"
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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Interest rate derivative
Zinsderivat
8
Theorie
7
Theory
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4
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3
Zins
3
Arbitrage
2
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Book / Working Paper
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8
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Pelsser, Antoon André Jean
5
Bouwknegt, Pieter
1
Bouwman, Tony
1
Driessen, Joost
1
Franses, Philip Hans
1
Hunt, Philip A.
1
Jong, Frank de
1
Kennedy, Joanne
1
Kofman, Paul
1
Mercurio, Fabio
1
Moraleda Novo, Juan Manuel
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Report / Erasmus Center for Financial Research, Erasmus University
SSE EFI working paper series in economics and finance
10
Working paper
10
Working paper / National Bureau of Economic Research, Inc.
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
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8
SFB 649 discussion paper
7
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6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
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6
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6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
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4
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3
SAFE working paper
3
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3
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3
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3
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3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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1
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
2
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
3
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
4
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
5
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
6
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
7
Is there LIF(F)E after DTB?
Kofman, Paul
;
Bouwman, Tony
;
Moser, James T.
-
1994
Persistent link: https://www.econbiz.de/10000912206
Saved in:
8
Volatility patterns and spillovers in bund futures
Franses, Philip Hans
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000912208
Saved in:
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