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~person:"Belke, Ansgar"
~person:"Tankov, Peter"
~subject:"Exchange rate risk"
~subject:"Volatilität"
~subject:"Yield curve"
~type_genre:"Book section"
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Exchange rate risk
Volatilität
Yield curve
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Arbeitsmarktflexibilität
1
Arbeitsnachfrage
1
Asymptotic approximation
1
Beschäftigungseffekt
1
Black-Scholes model
1
Black-Scholes-Modell
1
Caplet
1
Derivat
1
Derivative
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EU countries
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EU-Staaten
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Estimation
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Hedging
1
Interest rate derivative
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International monetary system
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Internationales Währungssystem
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Labor demand
1
Labour market flexibility
1
Libor market model
1
Lévy Libor model
1
Option trading
1
Optionsgeschäft
1
Schätzung
1
Swaption
1
USA
1
United States
1
Währungsrisiko
1
Zinsderivat
1
Zinsstruktur
1
option value of waiting
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Belke, Ansgar
Tankov, Peter
Fabozzi, Frank J.
4
Lee, Cheng F.
4
Bansal, Ravi
2
Bellalah, Mondher
2
Billio, Monica
2
Björk, Tomas
2
Chiarella, Carl
2
Elliott, Robert J.
2
Ellis, Craig
2
Grbac, Zorana
2
Jajuga, Krzysztof
2
Kang, Boda
2
Kijima, Masaaki
2
Lee, Roger
2
Meyer, Gunter H.
2
Nietert, Bernhard
2
Panzica, Roberto Calogero
2
Pelizzon, Loriana
2
Rogers, Leonard C. G.
2
Schlögl, Erik
2
Skiadopoulos, George
2
Sögner, Leopold
2
Takahashi, Akihiko
2
Tosi, Adriano
2
Trautmann, Siegfried
2
Wu, Liuren
2
Ziogas, Andrew
2
Ahmed, Hany
1
Al Dayri, Khalil
1
Amir-Atefi, Keyvan
1
Andrikopoulos, Alexandru
1
Anselmi, Giulio
1
Appadoo, Srimantoorao S.
1
Avellaneda, Marco
1
Bacry, Emmanuel
1
Bandi, Federico M.
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Bayraktar, Erhan
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
4
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
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