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subject:"Optionspreistheorie"
~isPartOf:"CFM discussion paper series"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Anleihe"
~subject:"Interest rate derivative"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Optionspreistheorie
Anleihe
Interest rate derivative
Zinsderivat
7
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
Option pricing theory
2
Swap
2
Arbitrage
1
Bond
1
CAPM
1
Central bank
1
Court decisions
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Economic analysis of law
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Efficient market hypothesis
1
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Expectation formation
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Finanzkrise
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Fälligkeit
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Geldpolitik
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Interest rate
1
Interest rate parity
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1
Maturity
1
Method of moments
1
Momentenmethode
1
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Portfolio selection
1
Portfolio-Management
1
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1
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Non-commercial literature
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7
Graue Literatur
7
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English
7
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Christiansen, Charlotte
2
Bahaj, Saleem
1
Berg Jensen, M.
1
Guimarães, Bernardo
1
Mikkelsen, Peter
1
Reis, Ricardo
1
Salama, Bruno Meyerhof
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
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Centre for Analytical Finance <Århus>
3
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CFM discussion paper series
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
SSE EFI working paper series in economics and finance
10
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10
Working paper / National Bureau of Economic Research, Inc.
9
Report / Erasmus Center for Financial Research, Erasmus University
8
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
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ECONIS (ZBW)
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1
Central bank swap lines
Bahaj, Saleem
;
Reis, Ricardo
-
2018
Persistent link: https://www.econbiz.de/10012172457
Saved in:
2
Contingent judicial deference : theory and application to usury laws
Guimarães, Bernardo
;
Salama, Bruno Meyerhof
-
2017
Persistent link: https://www.econbiz.de/10012171971
Saved in:
3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
5
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
6
Efficient method of moments estimation of the Longstaff and Schwartz interest rate model
Berg Jensen, M.
-
2000
Persistent link: https://www.econbiz.de/10001456677
Saved in:
7
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
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