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Rentenportfoliomanagement auf der Basis von Mehrfaktorenmodellen
Kehrmann, Sandra - 2001
Persistent link: https://www.econbiz.de/10001546519
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Konvexitätsstrategien am Rentenmarkt
Scherer, Bernd - In: Die Bank (1995) 10, pp. 622-625
Persistent link: https://www.econbiz.de/10001187494
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Investor strategies in the green bond market : the influence of liquidity risks, economic factors and clientele effects
Boutabba, Mohamed Amine; Rannou, Yves - In: International review of financial analysis 81 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013375281
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
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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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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000893310
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A quasi process free valuation model of floating rate instruments : theory and evidence
Jacquillat, Bertrand; Laguiche, Sylvie de - 1991
Persistent link: https://www.econbiz.de/10000831938
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Duration measures for specific term sturcture estimations and applications to bond portfolio immunization
Prisman, Eliezer Zeev; Shores, Marilyn R. - 1987
Persistent link: https://www.econbiz.de/10000744493
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498