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The zero bound on nominal interest rates
how important is it? -
Exponentials, polynomials and Fourier series
more yield curve modelling at the Bank of Canada -
Communicating policy options at the zero bound
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Zero-coupon yield curves
technical documentation -
Zero-coupon yield curves
technical documentation -
Yield curve estimation by Kernel smoothing methods
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Uncovered interest rate parity and the term structure
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The zero bound on nominal interest rates
how important is it? -
Empirical application of the "Nelson and Siegel" parsimonious zero-coupon yield curve model
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Yield curve estimation by kernel smoothing methods
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Yield curve modelling at the Bank of Canada
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Exponentials, polynomials and Fourier series
more yield curve modelling at the Bank of Canada -
Nonparametric estimation of a multifator Heath-Jarrow-Morton model
an integrated approach -
Using treasury STRIPS to measure the yield curve
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Estymacja i interpretacja zerokuponowej krzywej dochodowości
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Yield curve estimation by kernel smoothing methods
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Zero-Bonds in der Bankbilanz
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Métodos de estimación de curvas de rendimiento cupón cero en Argentina
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Steuerarbitrage bei Zerobonds
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Volatility risk for options on a zero-coupon bond
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Do bonds span volatility risk in the US treasury market?
A specification test for affine term structure models -
Das Äquivalenznutzenprinzip für Versicherungsrisiken
Bewertung und Hedging unter Berücksichtigung von Investitionsalternativen -
La formación de la curva de rendimiento en nuevos soles en Perú
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Overcoming in the zero bound on nominal interest rates
Gesell's currency carry tax vs. Eisler's parallel virtual currency -
Yield curve estimation by kernel smoothing