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The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.; Swanson, Eric T.; Wu, Tao - In: Monetary and economic studies 24 (2006), pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
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The expectations hypothesis with non-negative rates
Griffin, Philip S. - In: Finance and stochastics 6 (2002) 2, pp. 265-271
Persistent link: https://www.econbiz.de/10001662474
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, … - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2002
Persistent link: https://www.econbiz.de/10001802389
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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Foreign exchange market efficiency, speculators, arbitrageurs and international capital flows
Nguyen, Tin (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001520864
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Collapse of detail
Pan, Enlin - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
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Bewertung bei Arbitragefreiheit und Ermittlung impliziter Zinserwartungen
Hampe, J. Oliver - 1998
Persistent link: https://www.econbiz.de/10000990375
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Term structure modelling of defaultable bonds
Schönbucher, Philipp J. - 1997
Persistent link: https://www.econbiz.de/10000967593
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Linear duality, term structure, and valuation
Frauendorfer, Karl - In: Selected papers of the Symposium on Operations Research …, (pp. 13-18). 1998
Persistent link: https://www.econbiz.de/10001323348