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~person:"Bhar, Ramaprasad"
~person:"Gay, Gerald D."
~person:"Herwartz, Helmut"
~person:"Pelsser, Antoon André Jean"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Interest rate derivative
40
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15
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9
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Bhar, Ramaprasad
Gay, Gerald D.
Herwartz, Helmut
Pelsser, Antoon André Jean
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
8
Schlögl, Erik
7
Grbac, Zorana
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
Silva, Allan Jonathan da
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
Baczynski, Jack
3
Beyna, Ingo
3
Branger, Nicole
3
Chen, Zhanyu
3
Chiarella, Carl
3
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Dang, Duy-Minh
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Das, Sanjiv R.
3
Das, Sanjiv Ranjan
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De Simone, Antonio
3
Doffou, Ako
3
Fabozzi, Frank J.
3
Fornari, Fabio
3
Gerhart, Christoph
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Gnoatto, Alessandro
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Econometrisch Instituut <Rotterdam>
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Advances in Pacific Basin financial markets
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Review of futures markets
1
Springer finance
1
The European journal of finance
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ECONIS (ZBW)
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1
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
2
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
3
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:
4
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:
5
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
Saved in:
6
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000874995
Saved in:
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