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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Interest rate derivative
37
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37
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19
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19
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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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1
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1
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1
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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
35
The journal of fixed income
19
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Finance and stochastics
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Review of futures markets
10
The review of financial studies
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Working paper
6
Discussion paper / B
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
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5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
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
Economics letters
4
Journal of business economics : JBE
4
Journal of financial economics
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
SpringerLink / Bücher
4
The European journal of finance
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Working paper series / Centre for Practical Quantitative Finance
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Bonn Econ Discussion Papers / BGSE
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
International review of financial analysis
3
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ECONIS (ZBW)
21
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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
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:
7
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:
8
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:
9
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
Saved in:
10
The term structure of interest rates and the basis for financial futures
Livingston, Miles
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 117-135
Persistent link: https://www.econbiz.de/10001145848
Saved in:
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