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Search: person:"Kennedy, Joanne E."
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Derivat
Option pricing theory
6
Optionspreistheorie
6
Derivative
4
Derivat <Wertpapier>
3
Interest rate derivative
3
Zinsderivat
3
Arbitrage Pricing
2
Arbitrage pricing
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Bermudan swaption
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Finanzmathematik
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Interest rate
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Multivariate Verteilung
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One-dimensional swap Markov-functional model
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Probability theory
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Swap
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Theory
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Volatility
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Volatilität
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Wahrscheinlichkeitsrechnung
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Zins
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correlation
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gamma
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hedging
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parametrization by time and by expiry
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vega
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Currency option
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Devisenoption
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Estimation theory
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Financial Futures
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Hedging
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Kreditrisiko
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LIBOR market model
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Levi-Civitá equation
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Kennedy, Joanne E.
4
Gogala, Jaka
1
Hunt, P. J.
1
Hunt, Phil J.
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Kaisajuntti, Linus
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Pham, Duy
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The journal of computational finance
2
International journal of theoretical and applied finance
1
Wiley series in probability and statistics
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ECONIS (ZBW)
4
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One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
2
Implications for hedging of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
3
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
Saved in:
4
Financial derivatives in theory and practice
Hunt, P. J.
;
Hunt, Phil J.
;
Kennedy, Joanne E.
-
2000
Persistent link: https://www.econbiz.de/10000648852
Saved in:
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