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type_genre:"Bibliography included"
~subject:"Zinsderivat"
~type_genre:"Article"
~type_genre:"Aufsatz im Buch"
~type_genre:"Mikroform"
~type_genre:"Thesis"
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Search: subject_exact:"Zinsdifferenz"
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Zinsderivat
Yield curve
734
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Bewertung und Einsatz von Finanzderivaten
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CentER dissertation series / Center for Economic Research, Tilburg University : CDS
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic models and their applications in emerging markets
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.)
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Financial markets and instruments
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Reframing financial regulation : enhancing stability and protecting consumers
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1
Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
2
Understanding interest rate volatibility
Volker, Desi
-
2016
-
1. edition
Persistent link: https://www.econbiz.de/10011526654
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3
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
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4
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
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5
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
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6
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
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7
Examining arguments made by interest rate cap advocates
Miller, Thomas W.
;
Black, Harold A.
- In:
Reframing financial regulation : enhancing stability …
,
(pp. 342-387)
.
2016
Persistent link: https://www.econbiz.de/10011799954
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8
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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9
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
10
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
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