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~person:"Bhar, Ramaprasad"
~person:"Pelsser, Antoon André Jean"
~subject:"Finanzmathematik"
~subject:"Lebensversicherung"
~subject:"Schätzung"
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Interest rate derivative
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Bhar, Ramaprasad
Pelsser, Antoon André Jean
Hautsch, Nikolaus
15
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13
Upper, Christian
10
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9
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7
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6
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Report / Erasmus Center for Financial Research, Erasmus University
2
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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ECONIS (ZBW)
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1
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
2
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
3
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
4
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:
5
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:
6
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:
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