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Prognosemodelle und Handelsansätze für Implizite Volatilitäten

Sachtler, Michael - 2004

Persistent link: https://www.econbiz.de/10002392690

Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility

Sushko, Stepan S. - 2021

Persistent link: https://www.econbiz.de/10012940057

Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility

Sushko, Stepan S. - 2021

Persistent link: https://www.econbiz.de/10012887751

Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables

Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10002116360

On interest rate dynamics and change in persistence

Scheithauer, Jan - 2008

Persistent link: https://www.econbiz.de/10003796790

The non-linear evolution of high frequency short term interest rates

Cripwell, Peter; Edelman, David - 2008

In this paper new results are documented regarding the short term evolution of global short term interest rates. Much work has been carried out concerning the evolution of interest rates over long time scales, on the order on one month or greater. However high frequency data has only been...