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1 Ergebnisse
1
The Swaption Cube:
Trolle, Anders B.
;
Schwartz, Eduardo S.
The Review of Financial Studies. 27 (2014) 8 - p. 2307-2353 , 2014
Link:
https://www.jstor.org/stable/24465659
RT Journal T1
The Swaption Cube
UL https://suche.suub.uni-bremen.de/peid=jstor-24465659&Exemplar=1&LAN=DE A1 Trolle, Anders B. A1 Schwartz, Eduardo S. PB Oxford University Press YR 2014 SN 0893-9454 SN 1465-7368 K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Descriptive statistics K1 Statistical distributions K1 Distribution functions K1 Probability distributions K1 Skewed distribution K1 Statistical results K1 Statistical properties K1 Statistical discrepancies K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial instruments K1 Law K1 Civil law K1 Contract law K1 Contracts K1 Financial contracts K1 Derivative contracts K1 Security swaps K1 Interest rate swap K1 Pure mathematics K1 Geometry K1 Geometric shapes K1 Polytopes K1 Polyhedrons K1 Cubes K1 Business K1 Business operations K1 Commerce K1 Pricing K1 Price volatility K1 Interest K1 Interest rates K1 Prices K1 Market prices K1 Frequency distribution K1 Kurtosis K1 Philosophy K1 Metaphysics K1 Ontology K1 Ontological properties K1 Determinable properties K1 Difference K1 Variance JF The Review of Financial Studies VO 27 IS 8 SP 2307 OP 2353 LK http://dx.doi.org/https://www.jstor.org/stable/24465659 DO https://www.jstor.org/stable/24465659 SF ELIB - SuUB Bremen
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