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~institution:"Banco Central de Costa Rica"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)"
~subject:"Finanzmarktregulierung"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
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Search: subject_exact:"Zinsstrukturkurve"
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Finanzmarktregulierung
Monte-Carlo-Simulation
Theorie
Yield curve
16
Zinsstruktur
16
Theory
12
Markov chain
3
Markov-Kette
3
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Finanzmathematik
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2
Kapitalwertmethode
2
Kreditrisiko
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Marktzinsmodell
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Monte Carlo simulation
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Nichtlineare Regression
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Nonlinear regression
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Option pricing theory
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Optionspreistheorie
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Statistical test
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Statistischer Test
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Zinsderivat
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Zinsstrukturkurve
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1993-2002
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Arbitrage
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Costa Rica
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Denmark
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Dänemark
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tzotchev, Dobromir
1
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Banco Central de Costa Rica
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
National Bureau of Economic Research
102
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Ekonomiska forskningsinstitutet <Stockholm>
7
University of Exeter / Department of Economics
6
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
3
Rodney L. White Center for Financial Research
3
Springer Fachmedien Wiesbaden
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
State University of New York at Albany / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
World Bank
2
Albert-Ludwigs-Universität Freiburg / Institut für Allgemeine Wirtschaftsforschung
1
American Finance Association
1
Association française de science économique
1
Australian National University / Faculty of Economics and Commerce
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Banca d'Italia
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
1
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1
Centre for Growth and Business Cycle Research <Manchester>
1
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1
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Discussion paper / Center for Economic Research, Tilburg University
1
Serie "Comentarios sobre asuntos económicos"
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ECONIS (ZBW)
13
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1
The term structure of credit spreads on euro corporate bonds
Van Landschoot, Astrid
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773829
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
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