Sökning: "Carl Wilkens"
Hittade 1 avhandling innehållade orden Carl Wilkens.
1. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk
Sammanfattning : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. LÄS MER
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