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~isPartOf:"IMES discussion paper series / Englische Ausgabe"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Shin Jensen, Malene"
~subject:"Zinsstruktur"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Zinsstruktur
Yield curve
3
Swap
2
Bermudan Swaptions
1
Credit derivative
1
Credit rating
1
Credit risk
1
Geldmarkt
1
Interest rate derivative
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Kreditderivat
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Kreditrisiko
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Kreditwürdigkeit
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Money market
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Structured product
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Shin Jensen, Malene
Christiansen, Charlotte
5
Mikkelsen, Peter
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Taulbjerg, Jes
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Di Miscia, Orazio
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Fatum, Rasmus
2
Hara, Naoko
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Kikuchi, Kentaro
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Koeda, Junko
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Svenstrup, Mikkel
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Ueno, Yoichi
2
Yamamoto, Yohei
2
Akkaya, Yıldız
1
Baba, Naohiko
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Bajlum, Claus
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Basu, Parantap
1
Björk, Tomas
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Christensen, Bent Jesper
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Daniels, Kenneth N.
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Duffie, Darrell
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Fukunaga, Ichiro
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Futaesaku, Naoki
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Goodfriend, Marvin
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Gürkaynak, Refet S.
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Hansen, Asbjørn Trolle
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Hattori, Masazumi
1
Kato, Naoya
1
Kato, Ryo
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Kitagawa, Norio
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Kısacıkoğlu, Burçin
1
Lando, David
1
Martin, Antoine
1
McAndrews, James Joseph
1
Mikosch, Thomas
1
Mitchener, Kris
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Møller Andreasen, Marin
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Nagayasu, Jun
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Ohnuki, Mari
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Palida, Ali
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Centre for Analytical Finance <Århus>
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IMES discussion paper series / Englische Ausgabe
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Optimal allocation of simulation paths in the primal-dual algorithm
Shin Jensen, Malene
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002551370
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2
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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