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Search: subject:"interest rate futures"
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Interest rate derivative
9
Zinsderivat
9
Theorie
8
Theory
8
Option pricing theory
5
Optionspreistheorie
5
Yield curve
5
Zinsstruktur
5
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4
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372
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323
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323
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118
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99
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37
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17
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16
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Sandmann, Klaus
3
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Acar, Sarp Kaya
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Belomestny, Denis
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Borries, Daniel von
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Dimitroff, Georgi
1
Kock, Johan de
1
Kolodko, Anastasia
1
Miltersen, Kristian R.
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Natcheva-Acar, Kalina
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Schoenmakers, John
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Schoenmakers, John G. M.
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ECONIS (ZBW)
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1
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
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2
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
3
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
4
Calibration of LIBOR models to caps and swaptions : a way around intrinsic instabilities via parsimonious structures and a collateral market criterion
Schoenmakers, John
-
2002
Persistent link: https://www.econbiz.de/10001724376
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5
The likelihood of European Monetary Union
Weidmann, Jens
-
1996
Persistent link: https://www.econbiz.de/10000940194
Saved in:
6
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
7
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
8
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
9
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
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