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~person:"Bhar, Ramaprasad"
~person:"Schlögl, Erik"
~subject:"1987-1990"
~subject:"Theorie"
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1987-1990
Theorie
Interest rate derivative
24
Zinsderivat
24
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13
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13
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13
Option pricing theory
11
Optionspreistheorie
11
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Bhar, Ramaprasad
Schlögl, Erik
Björk, Tomas
11
Hautsch, Nikolaus
10
Pelsser, Antoon André Jean
10
Subrahmanyam, Marti G.
10
Chiarella, Carl
9
Miltersen, Kristian R.
9
Moraleda Novo, Juan Manuel
9
Sandmann, Klaus
9
Chen, Ren-Raw
8
Jarrow, Robert A.
8
Mercurio, Fabio
8
Schoenmakers, John
8
White, Alan
7
Briys, Eric
6
Broll, Udo
6
Crouhy, Michel
6
Herwartz, Helmut
6
Jamshidian, Farshid
6
Kruse, Susanne
6
Landén, Camilla
6
Ronn, Ehud I.
6
Sondermann, Dieter
6
Söderlind, Paul
6
Blaskowitz, Oliver
5
Duffie, Darrell
5
Gerhard, Frank
5
Hess, Dieter
5
Rebonato, Riccardo
5
Ritchken, Peter H.
5
Scaillet, Olivier
5
Schöbel, Rainer
5
Stapleton, Richard C.
5
Söderström, Ulf
5
Veredas, David
5
Aase Nielsen, Jørgen
4
El Karoui, Nicole
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2
Review of futures markets
2
Advances in Pacific Basin financial markets
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Journal of economic dynamics & control
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ECONIS (ZBW)
14
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1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
3
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
4
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
5
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
6
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
7
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:
8
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:
9
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:
10
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000981246
Saved in:
1
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