Narrow search
Showing 61 - 70 of 648,758
Cover Image
Fixed income markets and their derivatives
Sundaresan, Suresh M. - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10003826247
Cover Image
A multi-factor Markovian HJM model for pricing : American interest rate derivatives
Kramin, Marat V.; Nandi, Saikat; Shulman, Alexander L. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 359-378
Persistent link: https://www.econbiz.de/10003799579
Cover Image
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z. - In: Mathematical finance : an international journal of … 15 (2005) 3, pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Cover Image
Strategic trading behavior and price distortion in a manipulated market : anatomy of a squeeze
Merrick, John J.; Naik, Narayan Y.; Yadav, Pradeep - In: Journal of financial economics 77 (2005) 1, pp. 171-218
Persistent link: https://www.econbiz.de/10002936225
Cover Image
Pricing of catastrophe bonds
Burnecki, Krzysztof; Kukla, Grzegorz; Taylor, David - In: Statistical tools for finance and insurance, (pp. 93-114). 2005
Persistent link: https://www.econbiz.de/10002732803
Cover Image
Kapitalmarktreaktionen auf die Ausgabe von Optionsanleihen
Gebhardt, Günther - In: Empirische Kapitalmarktforschung, (pp. 1-33). 1993
Persistent link: https://www.econbiz.de/10001313122
Cover Image
The impact of a new futures contract on risk premia in the term structure : an APT analysis for French government bonds
Citanna, Alessandro - In: Financial markets' liberalisation and the role of banks, (pp. 218-247). 1993
Persistent link: https://www.econbiz.de/10001282492
Cover Image
Dynamic term structure modeling : the fixed income valuation course
Nawalkha, Sanjay K.; Beliaeva, Natalia A.; Soto, Gloria M. - 2007
Persistent link: https://www.econbiz.de/10003399049
Cover Image
Alternativer Risikotransfer von Katastrophenrisiken : die Rückversicherung mit Anleihen und börsengehandelten Optionen im Vergleich
Strube, Michaela - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001599479
Cover Image
An exit-probability-based approach for the valuation of defaultable securities
Caramellino, Lucia; Iovino, Maria Gabriella - In: The journal of computational finance 6 (2002) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001704737