Narrow search
Showing 1 - 10 of 2,822
Cover Image
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
Cover Image
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1990
Persistent link: https://www.econbiz.de/10000797974
Cover Image
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721467
Cover Image
On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
Cover Image
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter; Stensland, Gunnar - 1995
Persistent link: https://www.econbiz.de/10000925602
Cover Image
The over-the-counter theory of the fed funds market : a primer
Afonso, Gara; Lagos, Ricardo - 2014
Persistent link: https://www.econbiz.de/10010360060
Cover Image
Nonparametric smoothing of yield curves
Tanggaard, Carsten - 1995
Persistent link: https://www.econbiz.de/10000908916
Cover Image
Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
Cover Image
Why are banks not recapitalized during crises?
Crosignani, Matteo - 2015 - This draft: May 2015
Persistent link: https://www.econbiz.de/10011293363
Cover Image
Should capital be taxed?
Chen, Yunmin; Chien, YiLi; Wen, Yi; Yang, C. C. - 2020
Persistent link: https://www.econbiz.de/10012308211