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The pricing of risky bonds : c...
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Theorie
69
Theory
69
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
9
Schätzung
9
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3
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Arbeitspapier
69
Graue Literatur
69
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69
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English
72
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
5
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,785
OECD
667
International Monetary Fund (IMF)
594
Edward Elgar Publishing
446
International Monetary Fund
443
Ekonomiska forskningsinstitutet <Stockholm>
293
IGI Global
285
Center for Economic Research <Tilburg>
279
Springer Fachmedien Wiesbaden
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
267
World Bank
256
European University Institute / Department of Economics
252
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
242
Forschungsinstitut zur Zukunft der Arbeit
171
Internationaler Währungsfonds / Research Department
149
Centre for Economic Policy Research
148
Federal Reserve Bank of Chicago
147
Institut für Weltwirtschaft
144
Foerder Institute for Economic Research <Tēl-Āvîv>
131
Umeå universitet
129
World Bank Group
121
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
109
Organisation for Economic Co-operation and Development
107
Social Systems Research Institute
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
101
Robert Schuman Centre for Advanced Studies
95
Deutsche Forschungsgemeinschaft
93
Federal Reserve Bank of New York
93
Springer-Verlag GmbH
93
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86
Federal Reserve System / Board of Governors
86
Federal Reserve Bank of San Francisco
85
European University Institute / Department of Law
84
Erasmus Research Institute of Management
82
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Federal Reserve System / Division of Research and Statistics
79
Universitetet i Oslo / Økonomisk institutt
79
University of Warwick / Department of Economics
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
72
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ECONIS (ZBW)
72
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1
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
2
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
3
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
6
Estimation of expected return :
CAPM
vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
7
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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9
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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10
How to hedge unknown
risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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