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~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Interest rate futures"
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Interest rate derivative
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Zinsderivat
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Christiansen, Charlotte
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
18
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Ekonomiska forskningsinstitutet <Stockholm>
3
London International Financial Futures Exchange
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Terminbörse <Frankfurt, Main>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Associazione Operatori Bancari in Titoli
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Banca d'Italia
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Friedr. Vieweg und Sohn
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Goethe-Universität Frankfurt am Main
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Hanns Seidel Stiftung
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International Center for Financial Asset Management and Engineering
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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Keizai-Sangyō-Kenkyūsho <Tokio>
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Marché à Terme d'Instruments Financiers <Paris>
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Melbourne Institute of Applied Economic and Social Research
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Oesterreichische Nationalbank
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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
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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