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Search: subject_exact:"Zinsdifferenz"
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Yield curve
4
Zinsstruktur
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Derivat
2
Derivative
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Risk measure
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Theorie
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Theory
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1992-2000
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Discounting
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Kreditrisiko
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Mathematisches Modell
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Cherubini, Umberto
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Frisch, Christoph
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Henrard, Marc
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Kenyon, Chris
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Knöchlein, Germar
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Mulinacci, Sabrina
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Applied quantitative finance
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Working paper
94
Journal of money, credit and banking : JMCB
93
Finance research letters
90
International review of economics & finance : IREF
88
Economics letters
85
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
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International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
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ECONIS (ZBW)
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1
Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Henrard, Marc
-
2014
Persistent link: https://www.econbiz.de/10011699699
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2
Discounting, Libor, CVA and funding : interest rate and credit pricing
Kenyon, Chris
;
Stamm, Roland
-
2012
Persistent link: https://www.econbiz.de/10009658940
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3
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
4
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
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