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Non-negativity of nominal and real riskless rates, arbitrage theory, and the null-alternative cash
Nietert, Bernhard (contributor); Wilhelm, Jochen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002147124
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Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.; Mann, Steven V.; Pitts, Mark - In: The handbook of fixed income securities, (pp. 1163-1185). 2005
Persistent link: https://www.econbiz.de/10003055263
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Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan - In: Geld- und Wirtschaftspolitik in gesellschaftlicher …, (pp. 255-267). 2004
Persistent link: https://www.econbiz.de/10002412082
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Extracting implicit density functions from short term interest rate options
Nielsen, Hannah - 2001
Persistent link: https://www.econbiz.de/10001613546
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Interest rate modelling
Svoboda, Simona - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001794611
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The excess sensitivity of long-term interest rates : evidence and implications for macroeconomic models
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2003
Persistent link: https://www.econbiz.de/10001828363
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Interest-rate management
Zagst, Rudi - 2002
Persistent link: https://www.econbiz.de/10001532032
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Nonparametric estimation of mean and variance and pricing of securities
Siddique, Akhtar R. - In: Revista de análisis económico 15 (2000) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10001537953
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Markov-functional interest rate models
Hunt, Phil J.; Kennedy, Joanne; Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
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The new interest rate models
Hughston, Lane P. (ed.) - 2000
Persistent link: https://www.econbiz.de/10001522106