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~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"
~language:"eng"
~subject:"Zinsderivat"
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Search: subject_exact:"Zinsstrukturmodell"
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Zinsderivat
Yield curve
210
Zinsstruktur
210
Theorie
118
Theory
118
Option pricing theory
47
Optionspreistheorie
47
Risikoprämie
45
Risk premium
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CAPM
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Estimation
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Schätzung
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Schlögl, Erik
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Alfeus, Mesias
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Amin, Kaushik I.
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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
International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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International journal of financial engineering
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Interest rate modelling after the financial crisis
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International review of financial analysis
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Advances in futures and options research : a research annual
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Discussion paper / B
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Risks : open access journal
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SFB 649 discussion paper
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Economics letters
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European journal of operational research : EJOR
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working papers / The Levy Economics Institute
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Annual review of financial economics
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Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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Bonn Econ Discussion Papers / BGSE
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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22
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
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