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~isPartOf:"Discussion paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The journal of fixed income"
~person:"Fabozzi, Frank J."
~person:"Remolona, Eli M."
~subject:"Stochastic process"
~subject:"USA"
~subject:"Unternehmensanleihe"
~subject:"Zinsstruktur"
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Search: subject_exact:"Zinsstrukturmodell"
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Stochastic process
USA
Unternehmensanleihe
Zinsstruktur
Yield curve
10
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
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2
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Fabozzi, Frank J.
Remolona, Eli M.
Chiarella, Carl
11
Mönch, Emanuel
11
Crump, Richard K.
8
Durham, J. Benson
8
Platen, Eckhard
8
Filipović, Damir
7
Schlögl, Erik
7
Boyarchenko, Nina
6
Eusepi, Stefano
6
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6
Nikitopoulos, Christina Sklibosios
6
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5
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5
Prisman, Eliezer Zeev
5
Skeie, David
5
Adrian, Tobias
4
Chernov, Mikhail
4
Eberlein, Ernst
4
Goldstein, Robert S.
4
Halberstadt, Arne
4
Ho, Thomas S. Y.
4
Lucca, David O.
4
Matsumura, Marco Shinobu
4
Moreira, Ajax
4
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3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
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3
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3
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3
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3
Jarrow, Robert A.
3
Kimmel, Robert
3
Koijen, Ralph S. J.
3
Levendorskij, Sergej Z.
3
Rocha, Katia
3
Russo, Vincenzo
3
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Discussion paper
International finance discussion papers
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Staff reports / Federal Reserve Bank of New York
The journal of fixed income
The handbook of fixed income securities
4
Valuation, financial modeling, and quantitative tools
4
Research paper / Federal Reserve Bank of New York
3
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2
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Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
1
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1
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Review of quantitative finance and accounting
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Risk management for central bank foreign reserves
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ECONIS (ZBW)
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1
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
3
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
4
Corporate credit default swap liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
5
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
Saved in:
6
The term structure of announcement effects
Fleming, Michael J.
;
Remolona, Eli M.
-
1999
Persistent link: https://www.econbiz.de/10001400840
Saved in:
7
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
8
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
9
What was the market's view of UK monetary policy? : Estimating inflation risk and expected inflation with indexed bonds
Remolona, Eli M.
;
Wickens, Michael R.
;
Gong, Frank Fangxiong
-
1998
Persistent link: https://www.econbiz.de/10000998660
Saved in:
10
A three-factor econometric model of the US term structure
Gong, Frank Fangxiong
;
Remolona, Eli M.
-
1997
Persistent link: https://www.econbiz.de/10000982514
Saved in:
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