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~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
~subject:"CAPM"
~subject:"Zins"
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Interest rate derivative
18
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9
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Jamshidian, Farshid
Rebonato, Riccardo
Akram, Tanweer
10
Mamun, Khawaja Abdullah al
10
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7
Sandmann, Klaus
7
Pelsser, Antoon André Jean
6
Chiarella, Carl
5
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Ito, Takayasu
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Ronn, Ehud I.
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Vicente, José Valentim Machado
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White, Alan
4
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4
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3
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Carlicchi, Mattia
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Chen, Zhanyu
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Crouhy, Michel
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Dang, Duy-Minh
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Jong, Frank de
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Advances in futures and options research : a research annual
1
Quantitative finance
1
Research in finance
1
The journal of fixed income
1
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ECONIS (ZBW)
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The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
2
Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo
-
2002
Persistent link: https://www.econbiz.de/10001693803
Saved in:
3
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
4
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
5
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
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