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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~subject:"Derivat"
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Optionspreistheorie
Derivat
Interest rate derivative
172
Zinsderivat
172
USA
98
United States
94
Public bond
56
Öffentliche Anleihe
56
Theorie
54
Theory
54
Hedging
34
Yield curve
32
Zinsstruktur
32
CAPM
19
Option pricing theory
19
Volatility
19
Volatilität
19
Derivative
18
Government securities
14
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14
Staatspapier
14
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14
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9
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9
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7
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6
Einlagengeschäft
6
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6
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6
Ankündigungseffekt
5
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5
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32
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31
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English
33
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Castelino, Mark G.
2
Chance, Don M.
2
Kawaller, Ira G.
2
Akemann, Charles A.
1
Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Batlin, Carl A.
1
Baviera, Roberto
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Brace, Alan
1
Brooks, Robert
1
Chacko, George
1
Chen, Son-nan
1
Chen, Zhanyu
1
Cline, Brandon N.
1
Cuchiero, Christa
1
Das, Sanjiv
1
Edwards, Franklin R.
1
Fontana, Claudio
1
Gellert, Karol
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
Goldberg, Lisa
1
Goldstein, Robert S.
1
Goldys, Beniamin
1
Gombani, Andrea
1
Hill, Joanne M.
1
Hull, John
1
Hunt, Phil J.
1
Jamshidian, Farshid
1
Kennedy, Joanne
1
Kim, Raymond
1
Lapeyre, Bernard
1
Liu, Xiaoxi
1
Mashele, Hopolang Phillip
1
Mehalla, Sophian
1
Musiela, Marek
1
Pelsser, Antoon André Jean
1
Phillips, Peter C. B.
1
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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Finance and stochastics
Finance research letters
The journal of futures markets
The review of financial studies
International journal of theoretical and applied finance
20
The journal of computational finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
10
Review of derivatives research
10
International journal of financial engineering
9
Journal of banking & finance
9
Quantitative finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Advances in futures and options research : a research annual
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Europäische Hochschulschriften / 5
5
Gabler Edition Wissenschaft
5
Journal of financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
The journal of fixed income
5
Applied economics
4
European journal of operational research : EJOR
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Risks : open access journal
4
SpringerLink / Bücher
4
Série de trabalhos para discussão
4
The European journal of finance
4
The handbook of fixed income securities
4
Advances in Pacific Basin financial markets
3
Annual review of financial economics
3
Global finance journal
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
SAFE working paper
3
SSE EFI working paper series in economics and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of business : B
3
The journal of credit risk : published quarterly by Incisive Media
3
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ECONIS (ZBW)
33
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
Saved in:
3
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
4
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
5
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
6
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
7
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
8
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
9
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
10
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
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