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subject:"Optionspreistheorie"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Derivat"
~subject:"USA"
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Optionspreistheorie
Derivat
USA
Interest rate derivative
33
Zinsderivat
33
Theorie
22
Theory
22
Yield curve
18
Zinsstruktur
18
Option pricing theory
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23
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Arrouy, Pierre-Edouard
1
Azzone, Michele
1
Baviera, Roberto
1
Björk, Tomas
1
Boumezoued, Alexandre
1
Chacko, George
1
Cuchiero, Christa
1
Das, Sanjiv
1
Fama, Eugene F.
1
Fleckenstein, Matthias
1
Fontana, Claudio
1
Glasserman, Paul
1
Gnoatto, Alessandro
1
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1
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1
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1
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1
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1
Jamshidian, Farshid
1
Kamara, Avraham
1
Kennedy, Joanne
1
Lapeyre, Bernard
1
Longstaff, Francis A.
1
Mashele, Hopolang Phillip
1
McConnell, John J.
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Mehalla, Sophian
1
Musiela, Marek
1
Pelsser, Antoon André Jean
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Phillips, Peter C. B.
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Rutkowski, Marek
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Song, Zhaogang
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Sonono, Masimba Energy
1
Sornette, Didier
1
Tashjian, Elizabeth
1
Trolle, Anders B.
1
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1
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Finance and stochastics
Finance research letters
The review of financial studies
The journal of futures markets
103
International journal of theoretical and applied finance
21
Advances in futures and options research : a research annual
20
The journal of computational finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
The journal of fixed income
13
Review of futures markets
12
Journal of banking & finance
11
The journal of finance : the journal of the American Finance Association
11
Applied mathematical finance
10
Review of derivatives research
10
International journal of financial engineering
9
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
9
Quantitative finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied financial economics
5
Europäische Hochschulschriften / 5
5
Gabler Edition Wissenschaft
5
International review of financial analysis
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Working paper / National Bureau of Economic Research, Inc.
5
Advances in investment analysis and portfolio management : a research annual
4
Applied economics
4
Economic policy review
4
European journal of operational research : EJOR
4
Global finance journal
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Risks : open access journal
4
Selected writings on futures markets : explorations in financial futures markets
4
SpringerLink / Bücher
4
Série de trabalhos para discussão
4
The European journal of finance
4
The handbook of fixed income securities
4
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ECONIS (ZBW)
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1
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:
2
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:
3
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
4
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
5
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:
6
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:
7
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
8
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
9
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
10
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
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