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The Design of the Eurosystem’s Monetary Policy Instruments
Neyer, Ulrike (contributor) - 2007
The creation of a single monetary currency and a single monetary policy in the euro area has faced extraordinary challenges, among them the design of suitable monetary policy instruments. This book evaluates monetary policy instruments of the Eurosystem against a number of requirements. To do...
Persistent link: https://www.econbiz.de/10013520716
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Big Players and the Economic Theory of Expectations
Koppl, Roger - 2002
Investment and all other economic actions depend on 'subjective' expectations. The problem is how to construct a theory … economics of F.A.Hayek, Koppl gives us such a theory. This includes a theory of 'Big Players', demonstrating that discretionary … economic theory, and connects with many other schools of economics including New Institutional Economics, Constitutional …
Persistent link: https://www.econbiz.de/10012054265
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Learning in Economic Systems with Expectations Feedback
Wenzelburger, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10013520573
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Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010
DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR … -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN … ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN VOLATILITÄTEN DER ZINSSTRUKTUR -- ERKLÄRUNGS- & PROGNOSEMODELL ZUR ZINSSTRUKTUR. …
Persistent link: https://www.econbiz.de/10014425190
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …
Persistent link: https://www.econbiz.de/10012396848
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Interest Rate Modelling
Svoboda, Simona - 2004
the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in …
Persistent link: https://www.econbiz.de/10012054390
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Nichtlineare Zinssetzung : Theoriegeleitete Modellierung und empirische Analyse für den deutschen Bankensektor
Heinzelmann, Ludwig - 2017
Modelltheoretische Grundlagen des Zinssetzungsverhaltens von Geschäftsbanken -- Ökonometrische Modellierung u. a. mittels des Smooth-Transition-Ansatzes -- Empirische Analyse, den deutschen Bankensektor betreffend.
Persistent link: https://www.econbiz.de/10014020283
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Calibration and Parameterization Methods for the Libor Market Model
Hackl, Christoph - 2014
The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance...
Persistent link: https://www.econbiz.de/10014277634
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Real Options Valuation : The Importance of Interest Rate Modelling in Theory and Practice
Schulmerich, Marcus (contributor) - 2005
shows that the assumption of a constant interest rate in real options valuation is not justifiable. All necessary theory is …
Persistent link: https://www.econbiz.de/10014014074
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Die Entwicklung der Zinsstrukturkurve : Eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters
Mayer, Christoph - 2009
Arbitragefreie Zinsstrukturkurvenmodelle -- Projektion der Zinsstruktur und Parameterschätzung -- Empirische … Zinstitelbestands die zentrale Problemstellung. Christoph Mayer analysiert traditionelle einfaktorielle Modelle der Zinsstruktur ebenso …
Persistent link: https://www.econbiz.de/10014014973