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Dissertations / Theses on the topic 'Zinsstrukturtheorie'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Stoklossa, Harald. "Die Zinsstrukturtheorie eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet." Wiesbaden Gabler, 2010. http://d-nb.info/1001214323/04.

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2

Mayer, Christoph. "Die Entwicklung der Zinsstrukturkurve : eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters." Wiesbaden Gabler, 2009. http://bvbr.bib-bvb.de:8991/F?func=service&docl̲ibrary=BVB01&docn̲umber=018619844&linen̲umber=0001&funcc̲ode=DBR̲ECORDS&servicet̲ype=MEDIA.

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3

Mayer, Christoph. "Die Entwicklung der Zinsstrukturkurve eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters." Wiesbaden Gabler, 2008. http://d-nb.info/993260977/04.

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4

Rudolf, Markus. "Zinsstrukturmodelle /." Heidelberg : Physica-Verlag, 2000. http://aleph.unisg.ch/hsgscan/hm00014717.pdf.

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5

Scheck, Dominik. "Vergleich statistischer Zinsmodelle." [S.l. : s.n.], 2001. http://www.bsz-bw.de/cgi-bin/xvms.cgi?SWB9477074.

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6

Grollmann, Manfred. "Parallelisierte Bewertung von Zinsderivaten im Modell von Heath-Jarrow-Morton /." [S.l. : s.n.], 2003. http://www.gbv.de/dms/zbw/373210248.pdf.

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7

Schöckel, Thomas. "Aspekte unendlichdimensionaler Martingaltheorie und ihre Anwendung in der Theorie der Finanzmärkte." [S.l. : s.n.], 2004. http://deposit.ddb.de/cgi-bin/dokserv?idn=973049804.

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8

Koller, Stefan. "Applications of Time Series Analysis for Finance." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05604814001/$FILE/05604814001.pdf.

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9

Handschin, Marco. "Exploiting the Forward Rate Bias in the Swiss Money Market An Arbitrage Strategy /." St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/00924878001/$FILE/00924878001.pdf.

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10

Nienstedt, Dietmar. "Zinsstruktur, reales Wirtschaftswachstum und Geldpolitik : eine ökonometrische Analyse am Beispiel Deutschlands /." Köln : Botermann und Botermann, 1996. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=007130188&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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11

Waeger, Lukas. "Bond Management unter Berücksichtigung der Forward Rate Anomalie." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02603678002/$FILE/02603678002.pdf.

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12

Andritzky, Jochen R. "Sovereign default risk valuation : implications of debt crises and bond restructurings /." Berlin : Springer, 2006. http://dx.doi.org/10.1007/978-3-540-37449-7.

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13

Heinzl, Thomas. "Dynamic hedging strategies and option pricing in bond market models with transaction costs /." Bamberg, 2000. http://aleph.unisg.ch/hsgscan/hm00006553.pdf.

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14

Brinkmann, Norbert. "Die Zinsstrukturkurve als Indikator zukünftiger Zins- und Preisniveauentwicklung /." [Leipzig] : Engelsdorfer Verl, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=013189803&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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15

Vocke, Carsten. "Hedging with multi-factor interest rate models /." [St. Gallen] : [s.n.], 2005. http://www.gbv.de/dms/zbw/503121223.pdf.

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16

Bachmann, Ulf Trost Ralf. "Die Komponenten des Kreditspreads : Zinsstrukturunterschiede zwischen ausfallbehafteten und risikolosen Anleihen /." Wiesbaden : Dt. Univ.-Verl, 2004. http://www.gbv.de/dms/ilmenau/abs/391302337bachm.txt.

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17

Bouziane, Markus. "Pricing interest rate derivatives a fourier transform based approach." Berlin Heidelberg Springer, 2007. http://d-nb.info/989148165/34.

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18

Frey, Roman. "Monte Carlo methods with application to the pricing of interest rate derivatives /." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03393436001/$FILE/03393436001.pdf.

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19

Schürle, Michael. "Zinsmodelle in der stochastischen Optimierung /." Bern : P. Haupt, 1998. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008290098&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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20

Bouwman, Kees Evert. "Essays on financial econometrics : modeling the term structure of interest rates /." Enschede : PPI, 2008. http://www.gbv.de/dms/zbw/561223343.pdf.

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21

Henn, Jacqueline. "Bewertung von Kreditrisiken : empirische Untersuchungen am Schweizer Kapitalmarkt /." [S.l.] : [s.n.], 2001. http://aleph.unisg.ch/hsgscan/hm00151346.pdf.

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22

Andritzky, Jochen. "Sovereign default risk valuation /." [S.l. : s.n.], 2006. http://swbplus.bsz-bw.de/bsz259897175inh.pdf.

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23

Begtasevic, Miriam. "Empirical analysis of European term structure dynamics /." Berlin : Dissertation.de, 2008. http://d-nb.info/992368863/04.

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24

Perl, Robert. "Die Erwartungstheorie der Zinsstruktur : variable Zeitprämien, Regimeunsicherheit und Markov-Switching-Modelle ; eine empirischen Analyse für den deutschen Rentenmarkt /." Frankfurt am Main [u.a.] : Lang, 2003. http://www.gbv.de/dms/zbw/362547947.pdf.

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25

Haab, Stefan. "Spanning rates as factors in derivative term structure models : theory, empirical analysis and implementation /." 2000. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008940630&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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26

Hampe, J. Oliver. "Bewertung bei Arbitragefreiheit und Ermittlung impliziter Zinserwartungen /." 1998. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008234516&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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27

Heinzl, Thomas Anton. "Dynamic hedging strategies and option pricing in bond market models with transaction costs /." 1999. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008993441&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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