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~person:"Glau, Kathrin"
~person:"Shultz, George Pratt"
~type_genre:"Konferenzbeitrag"
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Affine LIBOR models
1
Bailout
1
Derivat
1
Derivative
1
Forward price
1
Geldpolitik
1
Interest rate derivative
1
LIBOR
1
LIBOR market models
1
Lévy forward price models
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Martingal
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Martingale
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Monetary policy
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Option pricing theory
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Optionspreistheorie
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Preisregulierung
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Price regulation
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Semimartingales
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Stochastic process
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Stochastischer Prozess
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Taylor rule
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Taylor-Regel
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Zinsderivat
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Glau, Kathrin
Shultz, George Pratt
Grbac, Zorana
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Menkhoff, Lukas
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Rieth, Malte
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Teplý, Petr
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Williams, John C.
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Abdurraheem Abdulazeez Adewuyi
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Afloarei Nucu, Anca Elena
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Albu, Lucian-Liviu
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Asmadi Mohamed Naim
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
The importance of rules-based monetary policy in practice
Shultz, George Pratt
- In:
Journal of economic dynamics & control
49
(
2014
),
pp. 142-143
Persistent link: https://www.econbiz.de/10010487252
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