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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
35
Theory
35
Option pricing theory
15
Optionspreistheorie
15
CAPM
14
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13
Versicherung
13
Credit risk
12
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12
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12
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11
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11
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11
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10
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9
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8
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8
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8
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8
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7
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7
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7
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7
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7
Capital structure
5
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5
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4
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4
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4
Imperfect competition
4
Investitionsentscheidung
4
Investment decision
4
Liability insurance
4
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4
Optionsgeschäft
4
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4
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4
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4
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4
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6
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3
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5
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5
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4
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4
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3
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3
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1
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1
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English
9
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Miltersen, Kristian R.
9
Sandmann, Klaus
4
Sondermann, Dieter
3
Aase Nielsen, Jørgen
1
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Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Annals of finance
1
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1
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1
The journal of computational finance
1
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ECONIS (ZBW)
9
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1
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
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2
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
3
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
4
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
5
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
6
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
7
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
8
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
9
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
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