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~language:"eng"
~person:"Glau, Kathrin"
~person:"Grbac, Zorana"
~person:"Levin, Andrew T."
~person:"Nuutilainen, Riikka"
~subject:"Stochastic process"
~subject:"Taylor-Regel"
~type_genre:"Konferenzbeitrag"
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Stochastic process
Taylor-Regel
Geldpolitisches Ziel
2
Interest rate derivative
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2
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
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Taylor rule
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Zinsderivat
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Zinsstruktur
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1998-2014
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Affine LIBOR models
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Asymptotic approximation
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China
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Derivat
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Regelbindung versus Diskretion
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Glau, Kathrin
Grbac, Zorana
Levin, Andrew T.
Nuutilainen, Riikka
Papell, David H.
2
Avellaneda, Marco
1
Chen, Chen
1
Clain-Chamosset-Yvrard, Lise
1
Clarida, Richard H.
1
Dancourt, Óscar
1
Fujiwara, Ippei
1
Genaro, Alan de
1
Goudenege, Ludovic
1
Ince, Onur
1
Jansen, David-Jan
1
Jordà, Òscar
1
Krief, David
1
Lim, Guay C.
1
McCulloch, J. Huston
1
McNelis, Paul D.
1
Mera, Valentina
1
Molent, Andrea
1
Molodtsova, Tanya
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Nakazono, Yoshiyuki
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Neuenkirch, Matthias
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Nikolsko-Rzhevskyy, Alex
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Ntellas, Charēs
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Papapantoleon, Antonis
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Plosser, Charles I.
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Pop Silaghi, Monica Ioana
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Prodan, Ruxandra
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Seegmuller, Thomas
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Shultz, George Pratt
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Slobodyan, Sergey
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Sznajderska, Anna
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Tankov, Peter
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Journal of economic dynamics & control
1
Pacific economic review
1
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ECONIS (ZBW)
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1
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
3
Contemporary monetary policy in China : an empirical assessment
Nuutilainen, Riikka
- In:
Pacific economic review
20
(
2015
)
3
,
pp. 461-486
Persistent link: https://www.econbiz.de/10011396595
Saved in:
4
The design and communication of systematic monetary policy strategies
Levin, Andrew T.
- In:
Journal of economic dynamics & control
49
(
2014
),
pp. 52-69
Persistent link: https://www.econbiz.de/10010486604
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