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~person:"Arak, Marcelle V."
~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
~subject:"CAPM"
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Arak, Marcelle V.
Jamshidian, Farshid
Rebonato, Riccardo
Miltersen, Kristian R.
7
Sandmann, Klaus
7
Ronn, Ehud I.
5
Sondermann, Dieter
5
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Advances in futures and options research : a research annual
1
Quantitative finance
1
Research in finance
1
The journal of fixed income
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
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2
Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo
-
2002
Persistent link: https://www.econbiz.de/10001693803
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3
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
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4
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
5
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
6
Treasury bond futures : valuing the delivery options
Arak, Marcelle V.
- In:
The journal of futures markets
7
(
1987
)
3
,
pp. 269-286
Persistent link: https://www.econbiz.de/10001149625
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