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~isPartOf:"Discussion paper / B"
~isPartOf:"Economics letters"
~isPartOf:"The journal of financial research"
~subject:"CAPM"
~subject:"Derivat"
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Discussion paper / B
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ECONIS (ZBW)
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1
Banking regulation and the changing geography of off-balance sheet activities
D'Avino, Carmela
- In:
Economics letters
157
(
2017
),
pp. 155-158
Persistent link: https://www.econbiz.de/10011847337
Saved in:
2
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
3
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
4
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
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5
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
6
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
7
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
8
A pricing anomaly in Treasury Bill futures
Kolb, Robert W.
- In:
The journal of financial research
8
(
1985
)
2
,
pp. 157-167
Persistent link: https://www.econbiz.de/10001019938
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