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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
13
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13
Yield curve
13
Zinsstruktur
13
Interest rate
3
Interest rate derivative
3
Markov chain
3
Markov-Kette
3
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Option pricing theory
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Statistischer Test
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1993-2002
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17
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Arbeitspapier
16
Graue Literatur
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16
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16
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English
17
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Christiansen, Charlotte
4
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christensen, Bent Jesper
2
Di Miscia, Orazio
2
Poulsen, Rolf
2
Shin Jensen, Malene
2
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
939
National Bureau of Economic Research
913
International Monetary Fund
387
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
172
C.E.P.R. Discussion Papers
70
EconWPA
48
European Central Bank
34
Banca d'Italia
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
CESifo
23
Federal Reserve Bank of San Francisco
23
Deutsche Bundesbank
22
Society for Computational Economics - SCE
22
Federal Reserve Bank of St. Louis
20
Graduate School of Business, Columbia University
19
Ekonomiska forskningsinstitutet <Stockholm>
18
HAL
18
Institute for International Economic Studies (IIES), Stockholms Universitet
18
Banque de France
17
Basel Committee on Banking Supervision
17
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
17
Federal Reserve Bank of New York
17
Institut für Weltwirtschaft
17
Internationaler Währungsfonds / Research Department
17
SUERF - The European Money and Finance Forum
17
Springer Fachmedien Wiesbaden
17
Suomen Pankki
17
Bank for International Settlements (BIS)
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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15
Federal Reserve Bank of Cleveland
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Banco de España
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Bank of Canada
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Europäisches Parlament / Policy Department for Economic, Scientific and Quality of Life Policies
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14
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13
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13
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13
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
17
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1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
2
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
4
Estimation of continuous-time
interest
rate
models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
7
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
8
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
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