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~isPartOf:"Applied mathematical finance"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
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Search: subject_exact:"Financial swap"
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Theorie
Swap
23
Option pricing theory
15
Optionspreistheorie
15
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11
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10
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7
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Rutkowski, Marek
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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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Applied mathematical finance
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
Review of derivatives research
10
Journal of financial economics
8
Finance and stochastics
7
The journal of computational finance
6
The journal of fixed income
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Economics letters
5
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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4
Global finance journal
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Quantitative finance
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Advances in futures and options research : a research annual
3
Computational economics
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International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
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3
Journal of financial services research : JFSR
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The European journal of finance
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The journal of real estate finance and economics
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Economic review
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Japan and the world economy : international journal of theory and policy
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1
Is the variance swap rate affine in the spot variance? : evidence from S&P500 data
Mancino, M. E.
;
Scotti, S.
;
Toscano, G.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 288-316
Persistent link: https://www.econbiz.de/10012425324
Saved in:
2
A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
3
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
4
The Lévy swap market model
Eberlein, Ernst
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171-196
Persistent link: https://www.econbiz.de/10003542983
Saved in:
5
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
6
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
7
Pricing quanto equity swaps in a stochastic interest rate economy
Chung, San-lin
;
Yang, Hsiao-fen
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 121-146
Persistent link: https://www.econbiz.de/10002989911
Saved in:
8
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
9
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
10
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
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