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Mortgage option deltas
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Yield curve
Optionspreistheorie
14,848
Option pricing theory
14,387
Hypothek
9,003
Mortgage
8,926
Optionsgeschäft
5,147
Theorie
5,132
Theory
4,977
Option trading
4,938
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4,404
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4,335
Stochastischer Prozess
3,324
Stochastic process
3,272
USA
3,163
United States
3,073
Derivat
2,820
Derivative
2,813
Kreditrisiko
1,980
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1,968
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1,530
Immobilienpreis
1,528
Real estate finance
1,518
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1,513
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1,505
Schätzung
1,446
Portfolio-Management
1,430
Estimation
1,417
Portfolio selection
1,416
Black-Scholes-Modell
1,202
Zins
1,181
Interest rate
1,173
CAPM
1,148
Black-Scholes model
1,146
Zinsstruktur
1,085
Finanzkrise
1,065
Insolvenz
1,062
Insolvency
1,058
Financial crisis
1,056
Immobilienmarkt
977
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952
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1,042
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24
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6
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2
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Lucca, David O.
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Fuster, Andreas
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gibson, Rajna
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Jacobs, Kris
5
Jarrow, Robert A.
5
Lai, Van Son
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
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National Bureau of Economic Research
6
Centre for Analytical Finance <Århus>
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
25
The journal of fixed income
24
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
19
Review of derivatives research
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of futures markets
17
International journal of financial engineering
13
Journal of financial economics
12
The review of financial studies
12
Risks : open access journal
11
Finance research letters
9
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Research paper series / Swiss Finance Institute
7
SpringerLink / Bücher
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of real estate finance and economics
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance and economics discussion series
5
International review of financial analysis
5
Journal of economic dynamics & control
5
Mathematics and financial economics
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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ECONIS (ZBW)
1,074
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1
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1
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
2
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
3
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
4
Volatility and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
5
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
6
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
7
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
8
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
9
VIX option pricing and CBOE VIX Term Structure : a new methodology for volatility derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
10
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
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