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~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Yield curve"
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Yield curve
Option pricing theory
386
Optionspreistheorie
386
CAPM
315
Volatility
222
Volatilität
222
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194
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194
Stochastic process
176
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Chen, Son-nan
2
Realdon, Marco
2
Alfeus, Mesias
1
Asensio, Ivan Oscar
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1
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1
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1
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1
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Finance research letters
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
48
Journal of financial economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of banking & finance
31
The journal of fixed income
29
Finance and stochastics
26
Applied mathematical finance
24
NBER working paper series
24
The review of financial studies
24
The journal of computational finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
NBER Working Paper
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19
Review of derivatives research
18
International journal of financial engineering
16
Staff working paper / Bank of Canada
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The journal of futures markets
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Discussion paper / B
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Journal of economic dynamics & control
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Risks : open access journal
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Asia-Pacific financial markets
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working papers series / Federal Reserve Bank of San Francisco
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Finance and economics discussion series
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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Journal of international money and finance
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Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
Arbitrage-free relative Nelson-Siegel model
Ishii, Hokuto
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484986
Saved in:
2
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
3
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
4
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
5
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
6
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
7
Linear beta
pricing
with inefficient benchmarks in a given factor structure
Diacogiannis, George P.
;
Ioannidis, Christos
- In:
The European journal of finance
25
(
2019
)
16
,
pp. 1551-1571
Persistent link: https://www.econbiz.de/10012207122
Saved in:
8
Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
Saved in:
9
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
10
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
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