General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English German |
| Published: |
2008
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations. |
| Physical Description: | VIII, 187 S. graph. Darst. |
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| 650 | 7 | |a Geldpolitik |2 stw | |
| 650 | 7 | |a Hedging |2 stw | |
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| 650 | 7 | |a Zinsstrukturtheorie |2 stw | |
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Record in the Search Index
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| adam_text | Contents
Acknowledgements
................................................................................ V
Part I Summary
Zusammenfassung
Maxim Ulrich................................................................... 3
Part II Research Papers
Model Uncertainty and Term Premia on Nominal Bonds
Maxim Ulrich ................................................................... 9
Nominal Bonds and Bond Options under Heterogeneous Expectations
Maxim Ulrich ................................................................... 79
Pricing and Hedging Callable Libor Exotics in a Libor Market Model with
Stochastic Volatility
Maxim Ulrich ...................................................................129
Part III Appendix
Curriculum Vitae (Short)
................................................................................191
EhrenwSrtliche ErklSrung .....................................................193
VIII
|
| adam_txt |
Contents
Acknowledgements
. V
Part I Summary
Zusammenfassung
Maxim Ulrich. 3
Part II Research Papers
Model Uncertainty and Term Premia on Nominal Bonds
Maxim Ulrich . 9
Nominal Bonds and Bond Options under Heterogeneous Expectations
Maxim Ulrich . 79
Pricing and Hedging Callable Libor Exotics in a Libor Market Model with
Stochastic Volatility
Maxim Ulrich .129
Part III Appendix
Curriculum Vitae (Short)
.191
EhrenwSrtliche ErklSrung .193
VIII |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| index_date | 2024-07-02T22:08:38Z |
| indexdate | 2024-07-09T21:21:51Z |
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| language | English German |
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| physical | VIII, 187 S. graph. Darst. |
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| spelling | Ulrich, Maxim 1980- Verfasser (DE-588)136169252 aut General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich 2008 VIII, 187 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zsfassung in dt. Sprache. - Enth. u.a.: Model uncertainty and term premia on nominal bonds. - Nominal bonds and bond options under heterogeneous expectations. Frankfurt am Main, Univ., Diss., 2008 Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd rswk-swf Staatsanleihe (DE-588)4182638-3 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Notenbankpolitik (DE-588)4130528-0 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Staatsanleihe (DE-588)4182638-3 s Notenbankpolitik (DE-588)4130528-0 s Entscheidung bei Unsicherheit (DE-588)4070864-0 s DE-604 Zinsoption (DE-588)4234822-5 s Mathematisches Modell (DE-588)4114528-8 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016753284&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ulrich, Maxim 1980- General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd Staatsanleihe (DE-588)4182638-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Notenbankpolitik (DE-588)4130528-0 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd |
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| title | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_auth | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_exact_search | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_exact_search_txtP | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_full | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_fullStr | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_full_unstemmed | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets vorgelegt von Maxim Ulrich |
| title_short | General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets |
| title_sort | general equilibrium and reduced form pricing hedging and econometric analysis of fixed income markets |
| topic | Anleihe stw Geldpolitik stw Hedging stw LIBOR Market Modell stw Modell-Spezifikation stw Risiko stw Stochastischer Prozess stw Theorie stw Welt stw Zinsstrukturtheorie stw Zinstermingeschäft stw Öffentliche Anleihe stw Zinsoption (DE-588)4234822-5 gnd Staatsanleihe (DE-588)4182638-3 gnd Mathematisches Modell (DE-588)4114528-8 gnd Notenbankpolitik (DE-588)4130528-0 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd |
| topic_facet | Anleihe Geldpolitik Hedging LIBOR Market Modell Modell-Spezifikation Risiko Stochastischer Prozess Theorie Welt Zinsstrukturtheorie Zinstermingeschäft Öffentliche Anleihe Zinsoption Staatsanleihe Mathematisches Modell Notenbankpolitik Entscheidung bei Unsicherheit Hochschulschrift |
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