Suchergebnisse - Schlögl, Erik 1966-

Quantitative finance: an object-oriented approach in C++

von Schlögl, Erik 1966-

Interest rate factor models: term structure dynamics and derivatives pricing

von Schlögl, Erik 1966-

Inhaltsverzeichnis

A simulation study of binomial term structure models: their stability and the term structure movements they imply

von Sandmann, Klaus, Schlögl, Erik 1966-

Factor models and the shape of the term structure

von Schlögl, Erik 1966-, Sommer, Daniel

On short rate processes and their implications for term structure movements

von Schlögl, Erik 1966-, Sommer, Daniel 1965-