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subject:"Volatility"
~type_genre:"Book section"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Interest rate spread"
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Volatility
Yield curve
439
Zinsstruktur
439
Theorie
159
Theory
159
USA
68
United States
68
Geldpolitik
67
Monetary policy
67
Estimation
66
Schätzung
66
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48
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48
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47
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47
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41
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38
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38
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26
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25
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25
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23
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23
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23
Capital income
21
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21
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20
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29
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Bianchi, Stephen W.
2
Hughes Hallett, Andrew
2
Li, Yan
2
Steeley, James M.
2
Wets, Roger J.-B.
2
Addolorato, Flavio
1
Angelini, Paolo
1
Avellaneda, Marco
1
Baccar, Selima
1
Benth, Fred Espen
1
Berardi, Andrea
1
Buetow, Gerald W.
1
Clark, Ephraim
1
Dumitrescu, Dan Gabriel
1
Dumitrescu, Sorin
1
El-Moussadek, Abdeljalil
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
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1
Goudenege, Ludovic
1
Hasse, Rolf H.
1
Horobet, Alexandra
1
Molent, Andrea
1
Nobili, Andrea
1
Picillo, Cristina
1
Richter, Christian
1
Richter, Christian R.
1
Rostan, Pierre
1
Russo, Vincenzo
1
Siu, Tak Kuen
1
Söderström, Ulf
1
Taylor, John B.
1
Théoret, Raymond
1
Torri, Gabriele
1
Yang, Liming
1
Zanette, Antonino
1
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Computational Management Science : CMS
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in risk management
1
Bounded rationality in economics and finance
1
Consumer issues in global economics, finance and business
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Europe and the euro
1
Finance and banking developments
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
Für eine stabile und effiziente Währungsordnung : freier Kapitalverkehr und Wechselkurssysteme auf dem Prüfstand historischer Erfahrungen ; 12. Wissenschaftliches Kolloquium am 30. November 1999 im Hotel Frankfurter Hof in Frankfurt am Main auf Einladung der Deutschen Bundesbank
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Housing, housing finance, and monetary policy : a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 30 - September 1, 2007
1
Money, banking and financial markets in Central and Eastern Europe : 20 years of transition
1
New methods in fixed income modeling : fixed income modeling
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Risk management decisions and wealth management in financial economics
1
Theory and methodology
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
20
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1
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
2
Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
Saved in:
3
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
4
Modelling credit spreads with time volatility, skewness, and kurtosis
Clark, Ephraim
;
Baccar, Selima
- In:
Risk management decisions and wealth management in …
,
(pp. 431-461)
.
2018
Persistent link: https://www.econbiz.de/10011871661
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
Saved in:
7
On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 147-162)
.
2011
Persistent link: https://www.econbiz.de/10008987974
Saved in:
8
The interbank market after August 2007 : what has changed, and why?
Angelini, Paolo
;
Nobili, Andrea
;
Picillo, Cristina
- In:
Financial supervision in an uncertain world : papers of …
,
(pp. 89-108)
.
2010
Persistent link: https://www.econbiz.de/10009552040
Saved in:
9
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Finance and banking developments
,
(pp. 43-74)
.
2010
Persistent link: https://www.econbiz.de/10008860436
Saved in:
10
Implications of volatility for uncovered interest parity testing
Horobet, Alexandra
;
Dumitrescu, Sorin
;
Dumitrescu, Dan …
- In:
Money, banking and financial markets in Central and …
,
(pp. 253-275)
.
2010
Persistent link: https://www.econbiz.de/10008773345
Saved in:
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