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~language:"eng"
~person:"Glau, Kathrin"
~person:"Grbac, Zorana"
~person:"Nuutilainen, Riikka"
~subject:"Stochastic process"
~subject:"Taylor-Regel"
~type_genre:"Book section"
~type_genre:"Konferenzbeitrag"
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Stochastic process
Taylor-Regel
Interest rate derivative
2
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
1998-2014
1
Affine LIBOR models
1
Asymptotic approximation
1
Caplet
1
China
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Derivat
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Derivative
1
Forward price
1
Geldpolitisches Ziel
1
LIBOR
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LIBOR market models
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Lévy Libor model
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Lévy forward price models
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Martingal
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Martingale
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Glau, Kathrin
Grbac, Zorana
Nuutilainen, Riikka
Clarida, Richard H.
5
Papell, David H.
4
Taylor, John B.
4
Barnett, William A.
3
Bordo, Michael D.
3
Flaschel, Peter
3
McCulloch, J. Huston
3
Smets, Frank
3
Walsh, Carl E.
3
Wieland, Volker
3
Xu, Haiyang
3
Chiarella, Carl
2
Erler, Alexander
2
Gerberding, Christina
2
Issing, Otmar
2
Jeanne, Olivier
2
Kösters, Wim
2
Lee, Jim
2
Leeper, Eric M.
2
Leschke, Martin
2
Levin, Andrew T.
2
Markov, Nikolay
2
Molodtsova, Tanya
2
Nelson, Edward
2
Nikolsko-Rzhevskyy, Alex
2
Pearlman, Joseph
2
Polleit, Thorsten
2
Prodan, Ruxandra
2
Rengel, Malte
2
Seitz, Franz
2
Siklos, Pierre L.
2
Williams, John C.
2
Yang, Bo
2
Adolfson, Malin
1
Akdağ, Murat
1
Alvarez-Ramirez, José
1
Amin, Ahsan
1
Amir-Atefi, Keyvan
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Pacific economic review
1
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ECONIS (ZBW)
3
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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
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