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type_genre:"Bibliography included"
~subject:"Interest rate derivative"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Zinsdifferenz"
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Interest rate derivative
Yield curve
394
Zinsstruktur
394
Theorie
253
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253
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114
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114
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74
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73
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57
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55
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43
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Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
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Studienzentrum Gerzensee, Stiftung der Schweizerischen Nationalbank
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ECONIS (ZBW)
49
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1
Pricing interest rate, dividend, and equity risk
Willems, Sander
-
2019
Persistent link: https://www.econbiz.de/10012198741
Saved in:
2
Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
Saved in:
3
Interest rate modeling : the potential approach and post-crisis multi-curve potential models
The Anh Nguyen
-
2016
Persistent link: https://www.econbiz.de/10012384939
Saved in:
4
Libor Market Models with stochastic volatility and CMS spread option pricing
Lutz, Matthias
-
2011
Persistent link: https://www.econbiz.de/10009375797
Saved in:
5
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
Saved in:
6
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
Saved in:
7
Time varying risk premium and limited participation in financial markets
Wang, Xuedong
-
2015
Persistent link: https://www.econbiz.de/10011279798
Saved in:
8
Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Gramatke, Wolf Christoph
-
2011
Persistent link: https://www.econbiz.de/10008905681
Saved in:
9
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
Saved in:
10
Determinanten von Basis-Spreads und ihre Implikationen für das Risikomanagement von ausgewählten Devisenoptionen
Zunft, Claudia
-
2009
Persistent link: https://www.econbiz.de/10009737102
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