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Risikomaß
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Chang, Chia-Lin
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Guidolin, Massimo
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Aase Nielsen, Jørgen
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Hammoudeh, Shawkat
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Singh, Abhay Kumar
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Aparicio Fenoll, Ainoa
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Asai, Manabu
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1
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
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2
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
Saved in:
3
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
Saved in:
4
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
5
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
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6
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
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7
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
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8
Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746661
Saved in:
9
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746714
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10
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter
;
Stensland, Gunnar
-
1995
Persistent link: https://www.econbiz.de/10000925602
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