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subject:"Optionspreistheorie"
~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Anleihe"
~subject:"Interest rate derivative"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Zinsswap"
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Optionspreistheorie
Anleihe
Interest rate derivative
Zinsstruktur
Swap
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Zinsderivat
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Galluccio, Stefano
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Huang, Zhijhang
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Ly, Jean-Michel
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Scaillet, Olivier
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International Center for Financial Asset Management and Engineering
Centre for Analytical Finance <Århus>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Terminbörse <Frankfurt, Main>
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Ekonomiska forskningsinstitutet <Stockholm>
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London International Financial Futures Exchange
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Marché à Terme d'Instruments Financiers <Paris>
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École des Hautes Études Commerciales <Lausanne>
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Österreichische Termin- und Optionenbörse <Wien>
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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
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