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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
280
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72
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70
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69
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56
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Jarrow, Robert A.
25
Duffie, Darrell
18
Lando, David
5
Luck, Stephan
4
Singleton, Kenneth J.
4
Cooperman, Harry
3
Deventer, Donald R. van
3
Lamichhane, Sujan
3
Turnbull, Stuart M.
3
Wang, Zachry
3
Berndt, Antje
2
Heath, David C.
2
Li, Haitao
2
Li, Hao
2
Morton, Andrew J.
2
Wei Yang
2
Yang, Yilin
2
Yang, Yilin (David)
2
Yildirim, Yildiray
2
Zhu, Yichao
2
Cherian, Joseph A.
1
Cooperman, Harry R.
1
Dai, Qiang
1
Filipović, Damir
1
Hu, May
1
Jacquier, Eric
1
Jarrow, Robert
1
Kan, Rui
1
Madan, Dilip B.
1
Roch, Alexandre F.
1
Ruppert, David
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3
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2
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2
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2
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In memoriam: Yves Younès (1937 - 1996)
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ECONIS (ZBW)
46
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1
Long-run risk in durable consumption
Wei Yang
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
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2
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
3
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
Saved in:
4
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
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5
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
6
The term structure of interest rates
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 69-96
Persistent link: https://www.econbiz.de/10003924493
Saved in:
7
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
Saved in:
8
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
9
The zero-lower bound on interest rates : myth or reality?
Jarrow, Robert A.
- In:
Finance research letters
10
(
2013
)
4
,
pp. 151-156
Persistent link: https://www.econbiz.de/10010252360
Saved in:
10
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
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