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~person:"Käppi, Jari"
~person:"Lu, Yinqiu"
~person:"Miltersen, Kristian R."
~person:"Schoenmakers, John"
~subject:"Theorie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
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Käppi, Jari
Lu, Yinqiu
Miltersen, Kristian R.
Schoenmakers, John
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Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
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2002
Persistent link: https://www.econbiz.de/10001724376
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2
Essays in financial economics
Lu, Yinqiu
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2005
Persistent link: https://www.econbiz.de/10003553447
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3
The term structure of interest rates and fixed income securities
Käppi, Jari
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1997
Persistent link: https://www.econbiz.de/10000987061
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4
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
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1994
Persistent link: https://www.econbiz.de/10013276400
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