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One Factor Interest Rate Models: Analytic Solutions And ApproximationsYolcu, Yeliz 01 January 2005 (has links) (PDF)
The uncertainty attached to future movements of interest rates is an essential part of the Financial Decision Theory and requires an awareness of the stochastic movement of these rates. Several approaches have been proposed for modeling the one-factor short rate models where some lead to arbitrage-free term structures. However, no definite consensus has been reached with regard to the best approach for interest rate modeling. In this work, we briefly examine the existing one-factor interest rate models and calibrate Vasicek and Hull-White (Extended Vasicek) Models by using Turkey' / s term structure. Moreover, a trinomial interest rate tree is constructed to represent the evolution of Turkey&rsquo / s zero coupon rates.
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Die Informationseffizienz von commodity index futures : eine empirische Untersuchung auf der Basis von Intraday- und Tagesdaten /Becker, Hilger. January 2002 (has links)
Zugl.: Köln, University, Diss., 2002.
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Essays on financial econometrics : modeling the term structure of interest rates /Bouwman, Kees Evert. January 2008 (has links) (PDF)
Univ., Diss.--Groningen, 2008. / Zsfassung in niederl. Sprache.
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Changes in trading volume and return volatility associated with S&P 500 Index additions and deletionsLin, Cheng-I Eric. Kensinger, John W., January 2007 (has links)
Thesis (Ph. D.)--University of North Texas, Dec., 2007. / Title from title page display. Includes bibliographical references.
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The United States Conciliation serviceBreen, Vincent Ignatius, January 1943 (has links)
Thesis (Ph. D.)--Catholic University of America, 1943. / Bibliography: p. 236-248.
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The United States Conciliation serviceBreen, Vincent Ignatius, January 1943 (has links)
Thesis (Ph. D.)--Catholic University of America, 1943. / Bibliography: p. 236-248.
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Financial market and Hong Kong economy /Pang, Chung-kit. January 1900 (has links)
Thesis (M.B.A.)--University of Hong Kong, 1991.
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Zur Erweiterung des CAPM nach Fama und French Eine Untersuchung für den schweizerischen Aktienmarkt /Scheurle, Patrick. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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Adaptabilité des instruments juridiques internationaux relatifs au commerce : pour une "convention législative" /Fetze Kamdem, Innocent. January 2003 (has links)
Thèse (LL. D.)--Université Laval, 2003. / Bibliogr.: f. [344]-366. Webographie: p. [343]. Publié aussi en version électronique.
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Information, rendement, stratégies neutres et limites à l'arbitrage en bourse suisse (1993-2000) /Ruffa, Michel. January 2004 (has links)
Thèse (Ph. D.)--Université Laval, 2004. / Bibliogr.: f. [95]-101. Publié aussi en version électronique.
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