Derivatives and Internal Models
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Published By Palgrave Macmillan UK

9781349307661, 9780230234758

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Pre-Treatment of Time Series and Assessment of Models

Derivatives and Internal Models ◽

10.1057/9780230234758_34 ◽

2009 ◽

pp. 682-698

Author(s):

Hans-Peter Deutsch

Keyword(s):

Time Series ◽

Pre Treatment

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Market Parameter from Historical Times Series

Derivatives and Internal Models ◽

10.1057/9780230234758_30 ◽

2009 ◽

pp. 615-633

Author(s):

Hans-Peter Deutsch

Keyword(s):

Times Series ◽

Historical Times

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Interest Rate Term Structures

Derivatives and Internal Models ◽

10.1057/9780230234758_28 ◽

2009 ◽

pp. 575-589

Author(s):

Hans-Peter Deutsch

Keyword(s):

Interest Rate ◽

Term Structures

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Forward Transactions on Interest Rates

Derivatives and Internal Models ◽

10.1057/9780230234758_16 ◽

2009 ◽

pp. 343-356

Author(s):

Hans-Peter Deutsch

Keyword(s):

Interest Rates

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Arbitrage

Derivatives and Internal Models ◽

10.1057/9780230234758_6 ◽

2009 ◽

pp. 84-93

Author(s):

Hans-Peter Deutsch

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Present Value Methods, Yields, and Traditional Risk Measures

Derivatives and Internal Models ◽

10.1057/9780230234758_5 ◽

2009 ◽

pp. 68-83

Author(s):

Hans-Peter Deutsch

Keyword(s):

Risk Measures ◽

Present Value

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Overview of the Assumptions

Derivatives and Internal Models ◽

10.1057/9780230234758_4 ◽

2009 ◽

pp. 65-67

Author(s):

Hans-Peter Deutsch

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Fundamental Risk Factors of Financial Markets

Derivatives and Internal Models ◽

10.1057/9780230234758_2 ◽

2009 ◽

pp. 7-47

Author(s):

Hans-Peter Deutsch

Keyword(s):

Risk Factors ◽

Financial Markets

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Integral Forms and Analytic Solutions in the Black-Scholes World

Derivatives and Internal Models ◽

10.1057/9780230234758_8 ◽

2009 ◽

pp. 109-120

Author(s):

Hans-Peter Deutsch

Keyword(s):

Analytic Solutions ◽

Integral Forms ◽

Black Scholes

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The Black-Scholes Differential Equation

Derivatives and Internal Models ◽

10.1057/9780230234758_7 ◽

2009 ◽

pp. 94-108

Author(s):

Hans-Peter Deutsch

Keyword(s):

Differential Equation ◽

Black Scholes

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