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~isPartOf:"Valuation, financial modeling, and quantitative tools"
~subject:"Option pricing theory"
~subject:"Yield curve"
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Search: subject_exact:"Zinsdifferenz"
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Option pricing theory
Yield curve
Zinsstruktur
6
Theorie
3
Theory
3
Rendite
2
Risikomanagement
2
Risk management
2
Yield
2
Derivat
1
Derivative
1
Hedging
1
Interest rate
1
Measurement
1
Messung
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Public bond
1
Risiko
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Risikomaß
1
Risk
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Risk measure
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Swap
1
Volatility
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Volatilität
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Zins
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English
6
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Fabozzi, Frank J.
4
Buetow, Gerald W.
1
Dorigan, Michael
1
Kalotay, Andrew J.
1
Kreider, Steven K.
1
Levin, Alexander
1
Mann, Steven V.
1
Reitano, Robert R.
1
Richard, Scott F.
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Valuation, financial modeling, and quantitative tools
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
108
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
92
Economics letters
85
International review of economics & finance : IREF
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
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ECONIS (ZBW)
6
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Yield curve risk measures
Fabozzi, Frank J.
;
Mann, Steven V.
-
2008
Persistent link: https://www.econbiz.de/10003765477
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2
Improving guidelines for interest rate and credit derivatives
Kreider, Steven K.
;
Richard, Scott F.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765480
Saved in:
3
Yield curve risk management
Reitano, Robert R.
-
2008
Persistent link: https://www.econbiz.de/10003765495
Saved in:
4
Short-rate term structure models
Levin, Alexander
-
2008
Persistent link: https://www.econbiz.de/10003765527
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5
Yield curves and valuation lattices
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765586
Saved in:
6
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
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