Showing 71 - 80 of 418,267
Persistent link: https://www.econbiz.de/10011674445
Persistent link: https://www.econbiz.de/10011918243
Persistent link: https://www.econbiz.de/10011756351
We propose a nonparametric estimation procedure for continuous- time stochastic models. Because prices of derivative …
Persistent link: https://www.econbiz.de/10012473524
We perform a network analysis of the centrally cleared interest rate derivatives market in the European Union, by looking at counterparty relations within both direct (house) clearing and client clearing. Since the majority of the gross notional is transferred within central counterparties and...
Persistent link: https://www.econbiz.de/10011978321
Persistent link: https://www.econbiz.de/10011996731
Persistent link: https://www.econbiz.de/10013150141
Persistent link: https://www.econbiz.de/10001885568
Persistent link: https://www.econbiz.de/10001452197
Persistent link: https://www.econbiz.de/10013189487