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Bond
Yield curve
14,488
Zinsstruktur
14,446
Theorie
5,556
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5,537
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2,615
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2,609
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1,077
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Rudebusch, Glenn D.
14
Swanson, Eric T.
10
Akram, Tanweer
9
Andreasen, Martin Møller
9
Bauer, Michael D.
9
Christensen, Jens H. E.
9
Hamilton, James D.
8
Meldrum, Andrew
8
Monfort, Alain
8
Renne, Jean-Paul
8
Schotman, Peter C.
8
Tamoni, Andrea
8
Viceira, Luis M.
8
Hale, Galina
7
McCauley, Robert N.
7
Zhao, Guihai
7
Altavilla, Carlo
6
Campbell, John Y.
6
Creal, Drew
6
Feunou, Bruno
6
Giacomini, Raffaella
6
Greenwood, Robin
6
Piazzesi, Monika
6
Sihvonen, Markus
6
Wu, Jing Cynthia
6
Zhou, Lei
6
Zhu, Xiaoneng
6
Ammer, John
5
Buraschi, Andrea
5
Caporale, Guglielmo Maria
5
Chernov, Mikhail
5
Claessens, Stijn
5
Durham, J. Benson
5
Fricke, Christoph
5
Gouriéroux, Christian
5
Guo, Bin
5
Hördahl, Peter
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Jarrow, Robert A.
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Moench, Emanuel
5
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Walter de Gruyter GmbH & Co. KG
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Finance research letters
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Journal of banking & finance
17
The journal of fixed income
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
15
Journal of international money and finance
13
International review of economics & finance : IREF
11
Working papers series / Federal Reserve Bank of San Francisco
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International journal of theoretical and applied finance
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International review of financial analysis
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
5
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Review of finance : journal of the European Finance Association
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Springer eBook Collection
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Staff working paper / Bank of Canada
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
2
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
Saved in:
3
Pricing interest rate derivates under different interest rate modeling : a critical and empirical comparison
De Simone, Antonio
- In:
Investment management and financial innovations
7
(
2010
)
2
,
pp. 49-58
Persistent link: https://www.econbiz.de/10003968762
Saved in:
4
Essays in empirical asset pricing
Apedjinou, Kodjo Mawuelona
-
2005
Persistent link: https://www.econbiz.de/10003553254
Saved in:
5
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
6
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
7
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
8
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
9
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
10
Benchmark tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
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