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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Finanzmarkt"
~subject:"Kapitalmarkttheorie"
~subject:"Stochastic process"
~subject:"Yield curve"
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Finanzmarkt
Kapitalmarkttheorie
Stochastic process
Yield curve
CAPM
80
Theorie
47
Theory
47
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
23
Portfolio-Management
23
Stochastischer Prozess
19
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16
Volatilität
16
Risikoprämie
14
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13
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9
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Hughston, Lane P.
3
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Macrina, Andrea
2
Rebonato, Riccardo
2
Tassinari, Gian Luca
2
Alstrom, Preben
1
Belak, Christoph
1
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1
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1
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1
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1
Buchmann, Boris
1
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1
Chege Maina, Samuel
1
Chen, An
1
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1
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1
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1
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1
Daniluk, Andrzej
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Jeanblanc, Monique
1
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1
Kim, Young Shin
1
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1
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1
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
169
NBER working paper series
163
NBER Working Paper
122
Journal of financial economics
70
Discussion paper / Centre for Economic Policy Research
66
The review of financial studies
61
SpringerLink / Bücher
60
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49
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44
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44
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42
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40
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37
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34
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33
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30
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30
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28
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27
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Mathematical finance : an international journal of mathematics, statistics and financial theory
25
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24
The European journal of finance
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ECONIS (ZBW)
38
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Determination of the Lévy exponent in
asset
pricing
models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
3
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
4
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
5
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
6
Bubbles and multiple-factor
asset
pricing
models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
7
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
8
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
9
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
10
Heat kernel models for
asset
pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
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