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Hull, John
29
Madan, Dilip B.
18
Joshi, Mark S.
17
Schoutens, Wim
17
Benth, Fred Espen
16
Fabozzi, Frank J.
16
Prokopczuk, Marcel
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Schlögl, Erik
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Wang, Xingchun
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Chiarella, Carl
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Härdle, Wolfgang
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13
Carr, Peter
12
Gouriéroux, Christian
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Hess, Markus
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Cui, Zhenyu
11
Deutsch, Hans-Peter
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10
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Lo, Andrew W.
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Monfort, Alain
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9
Kwok, Yue-Kuen
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Kyriakou, Ioannis
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Steiner, Manfred
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Zheng, Wendong
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Branger, Nicole
8
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Cheng, Benjamin
8
Härdle, Wolfgang K.
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Osipenko, Maria
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Perrakis, Stylianos
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Platen, Eckhard
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Zhang, Jin E.
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Aït-Sahalia, Yacine
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Cont, Rama
7
Guirguis, Michel
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Federal Reserve Bank of St. Louis
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Salomon Brothers Center for the Study of Financial Institutions
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birmingham Business School
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Centre for Analytical Finance <Århus>
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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University of Melbourne / Department of Finance
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Franz Vahlen
1
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International journal of theoretical and applied finance
112
Applied mathematical finance
67
Quantitative finance
46
Review of derivatives research
44
Journal of banking & finance
40
The journal of futures markets
38
The journal of computational finance
33
Journal of mathematical finance
32
European journal of operational research : EJOR
31
Energy economics
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
International journal of financial engineering
24
Risks : open access journal
23
The European journal of finance
22
Journal of economic dynamics & control
21
The journal of derivatives : JOD
21
Finance and stochastics
20
International review of financial analysis
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
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SpringerLink / Bücher
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Applied economics letters
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Journal of econometrics
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Computational economics
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International review of economics & finance : IREF
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Journal of financial economics
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Insurance / Mathematics & economics
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Annals of finance
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NBER working paper series
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Wiley finance series
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Mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER Working Paper
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The journal of fixed income
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1
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
2
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
3
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
4
Real rate swaption and zero coupon
inflation
index swaption
Kamtchueng, Christian
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011807756
Saved in:
5
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
6
Pricing
inflation
-indexed derivatives with default risk
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
The European journal of finance
24
(
2018
)
15
,
pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
Saved in:
7
The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
-
1993
Persistent link: https://www.econbiz.de/10000147085
Saved in:
8
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
9
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
10
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo
;
McKay, Kenneth
;
White, Richard
-
2009
Persistent link: https://www.econbiz.de/10003767860
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