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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institut für Weltwirtschaft"
~person:"Søndergaard Rasmussen, Nicki"
~subject:"International sovereign debt"
~subject:"Theory"
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International sovereign debt
Theory
Theorie
3
Hedging
1
Kleinste-Quadrate-Methode
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Least squares method
1
Modellierung
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Monte Carlo simulation
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Option pricing theory
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Søndergaard Rasmussen, Nicki
Siebert, Horst
24
Barndorff-Nielsen, Ole E.
8
Klepper, Gernot
7
Klodt, Henning
6
Pierdzioch, Christian
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Lorz, Oliver
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Buch, Claudia M.
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Giersch, Herbert
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Soltwedel, Rüdiger
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Sørensen, Michael
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Tanggaard, Carsten
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Bickenbach, Frank
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Di Miscia, Orazio
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Lunde, Asger
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Mikkelsen, Peter
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Shephard, Neil G.
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Strunk Hansen, Charlotte
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Stähler, Frank
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Taulbjerg, Jes
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Berger, Anke
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Biebel, Jörg H.
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Cerquera, Daniel
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Christensen, Claus Vorm
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Christiansen, Charlotte
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Engsted, Tom
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Gern, Klaus-Jürgen
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Hansen, Peter Reinhard
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Heister, Johannes
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Hissler, Sebastien
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Horn, Ernst-Jürgen
2
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2
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Centre for Analytical Finance <Århus>
Institut für Weltwirtschaft
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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2
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
3
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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