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Search: subject:"Convexity"
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Yield curve
Theorie
176
convexity
170
Theory
164
Convexity
120
Mathematische Optimierung
68
Mathematical programming
67
Spieltheorie
42
Game theory
41
Portfolio-Management
36
Cooperative game
35
Portfolio selection
34
Generalized convexity
33
Inventory model
29
Kooperatives Spiel
29
Lagerhaltungsmodell
28
Core
22
Non-convexity
20
Risiko
19
Stochastischer Prozess
19
Lagermanagement
18
Risk
18
Stochastic process
18
Warehouse management
18
Messung
16
Nash equilibrium
16
Zinsstruktur
16
Duration
15
Measurement
15
Nash-Gleichgewicht
15
Schätztheorie
15
CAPM
14
Mathematik
14
Optionspreistheorie
14
Anleihe
13
Bond
13
Data envelopment analysis
13
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English
16
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Barber, Joel R.
2
Fonseca, José Soares da
2
Rebonato, Riccardo
2
Berardi, Andrea
1
Bermin, Hans-Peter
1
Brooks, Robert
1
Carr, Peter
1
Chen, An
1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Ivanovska, Nadica
1
Ivanovski, Zoran
1
Leccadito, Arturo
1
Leland, Hayne Ellis
1
Masmoudi, Afif
1
Poitras, Geoffrey
1
Putyatin, Vladislav
1
Ronzani, Riccardo
1
Sandmann, Klaus
1
Stojanovski, Toni Draganov
1
Tunaru, Radu
1
Urga, Giovanni
1
Williams, Gareth
1
Wu, Liuren
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International journal of theoretical and applied finance
2
Journal of empirical finance
2
Annals of financial economics
1
Economic research
1
Finance : revue de l'Association Française de Finance
1
International journal of monetary economics and finance
1
Journal of banking & finance
1
Journal of risk
1
Quantitative finance
1
Quarterly journal of finance & accounting : QJFA
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
The European journal of finance
1
The journal of risk finance : JRF
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ECONIS (ZBW)
16
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1
Term premia and short rate expectations in the euro area
Berardi, Andrea
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477077
Saved in:
2
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
3
Power law bond price and yield approximation
Barber, Joel R.
- In:
The journal of risk finance : JRF
23
(
2022
)
1
,
pp. 14-31
Persistent link: https://www.econbiz.de/10012797857
Saved in:
4
How well does duration measure interest rate risk and does the
convexity
adjustment matter?
Barber, Joel R.
- In:
Quarterly journal of finance & accounting : QJFA
59
(
2021
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012744707
Saved in:
5
Modeling of risk measure bonds using the beta model
Hachicha, Fatma
;
Hachicha, Ahmed
;
Masmoudi, Afif
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150033-1-2150033-18
Persistent link: https://www.econbiz.de/10012805199
Saved in:
6
Is
convexity
efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
Saved in:
7
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
8
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:
9
On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter
;
Williams, Gareth
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011686834
Saved in:
10
An enterprise perspective of performance attribution : introducing the keel model
Brooks, Robert
- In:
Journal of risk
20
(
2017/2018
)
2
,
pp. 53-84
Persistent link: https://www.econbiz.de/10013262949
Saved in:
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