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~person:"Bhar, Ramaprasad"
~person:"Christiansen, Charlotte"
~subject:"Australien"
~subject:"Optionspreistheorie"
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Australien
Optionspreistheorie
Interest rate derivative
17
Zinsderivat
17
Australia
9
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9
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9
Option pricing theory
7
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6
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14
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Bhar, Ramaprasad
Christiansen, Charlotte
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
8
Schlögl, Erik
7
Chiarella, Carl
6
Grbac, Zorana
6
Smales, Lee A.
6
Almeida, Caio
5
Belomestny, Denis
5
Chen, Son-nan
5
Eberlein, Ernst
5
Papapantoleon, Antonis
5
Ritchken, Peter H.
5
Björk, Tomas
4
Fanelli, Viviana
4
Karlsson, Patrik
4
Subrahmanyam, Marti G.
4
Svenstrup, Mikkel
4
Vicente, José Valentim Machado
4
Wu, Ting-pin
4
Yasuoka, Takashi
4
Baaquie, Belal E.
3
Backwell, Alex
3
Beyna, Ingo
3
Branger, Nicole
3
Chen, Zhanyu
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Dang, Duy-Minh
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Das, Sanjiv R.
3
Das, Sanjiv Ranjan
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Doffou, Ako
3
Fabozzi, Frank J.
3
Fornari, Fabio
3
Gerhart, Christoph
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3
Henrard, Marc P. A.
3
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Advances in Pacific Basin financial markets
2
Review of futures markets
2
Applied financial economics
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Discussion paper series
1
International review of economics & finance : IREF
1
Review of derivatives research
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
2
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
3
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
4
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
5
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
6
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
7
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
8
Cointegration in interest rate futures trading on the Sydney future exchange
Bhar, Ramaprasad
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001202672
Saved in:
9
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
10
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
Saved in:
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