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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Derivat"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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19
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13
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Jamshidian, Farshid
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Tian, Yisong Sam
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1
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Advances in futures and options research : a research annual
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
43
International journal of theoretical and applied finance
21
The journal of fixed income
20
The journal of computational finance
16
Journal of banking & finance
15
Finance and stochastics
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Review of derivatives research
11
Review of futures markets
10
The review of financial studies
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
SSE EFI working paper series in economics and finance
8
The European journal of finance
7
Working paper
7
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial economics
6
Quantitative finance
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Discussion paper / B
5
Economics letters
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
SFB 649 discussion paper
5
The journal of finance : the journal of the American Finance Association
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
International review of financial analysis
4
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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ECONIS (ZBW)
22
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1
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
2
The information in long-maturity forward rates : implications for exchange rates and the forward premium anomaly
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
-
2005
Persistent link: https://www.econbiz.de/10003239795
Saved in:
3
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
Saved in:
4
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
5
Negative option values implicit in extendable Canadian treasury bonds
Athanassakos, George
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 83-110
Persistent link: https://www.econbiz.de/10001226770
Saved in:
6
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
7
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
8
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
9
The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Munnik, Jeroen F. de
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 135-145
Persistent link: https://www.econbiz.de/10001196349
Saved in:
10
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 87-111
Persistent link: https://www.econbiz.de/10001196351
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