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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Interest rate derivative"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Interest rate derivative
Yield curve
13
Zinsstruktur
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Theorie
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Theory
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Markov chain
3
Markov-Kette
3
Monte Carlo simulation
2
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Option pricing theory
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1993-2002
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CAPM
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Cointegration
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Mikkelsen, Peter
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Shin Jensen, Malene
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Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Eric Cuvillier <Firma>
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International Center for Financial Asset Management and Engineering
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Chicago / Center for Research in Security Prices
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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World Bank
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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