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subject:"Optionspreistheorie"
~isPartOf:"Working paper"
~subject:"Anleihe"
~subject:"Interest rate derivative"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Zinsswap"
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Optionspreistheorie
Anleihe
Interest rate derivative
Zinsderivat
10
Yield curve
6
Zinsstruktur
6
Theorie
4
Theory
4
CAPM
2
Interest rate
2
Option pricing theory
2
USA
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Volatilität
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Derivat
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10
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10
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English
10
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Christiansen, Charlotte
2
Svenstrup, Mikkel
2
Aase Nielsen, Jørgen
1
Bjerksund, Petter
1
Guidolin, Massimo
1
Jensen, Bjarne Astrup
1
Jensen, Malene Shin
1
Mikkelsen, Peter
1
Monticini, Andrea
1
Stensland, Gunnar
1
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1
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Working paper
SSE EFI working paper series in economics and finance
9
Report / Erasmus Center for Financial Research, Erasmus University
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Working papers / The Levy Economics Institute
8
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
IMES discussion paper series / Englische Ausgabe
6
Working paper / National Bureau of Economic Research, Inc.
6
CoFE discussion papers
5
Discussion paper
5
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5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Research paper series / Swiss Finance Institute
5
SFB 649 discussion paper
5
Staff reports / Federal Reserve Bank of New York
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working paper series / European Central Bank
5
Discussion paper / Deutsche Bundesbank
4
Discussion paper / Tinbergen Institute
4
Finance and economics discussion series
4
Staff working papers / Bank of England
4
Série de trabalhos para discussão
4
Temi di discussione del Servizio Studi / Banca d'Italia
4
Working paper series / Centre for Practical Quantitative Finance
4
Working paper series / European Central Bank ; Eurosystem
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
BIS working papers
3
Bonn Econ Discussion Papers / BGSE
3
DNB working paper
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
SAFE working paper
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3
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3
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3
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2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
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ECONIS (ZBW)
10
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1
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
2
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
Saved in:
3
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721467
Saved in:
4
Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746661
Saved in:
5
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746714
Saved in:
6
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
Saved in:
7
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
8
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/10001453874
Saved in:
9
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter
;
Stensland, Gunnar
-
1995
Persistent link: https://www.econbiz.de/10000925602
Saved in:
10
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
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