
Zusammenfassung
- Zusammenfassung – Spot Rates & Forward Rates
- Zusammenhang Spot Rate – Forward Rate
- Excel Arbeitsmappe zu Spot Rates & Forward Rate
Literatur/Links
Literatur:
- Branger, Nicole – Zinsderivate [Springer | Amazon | GoogleBooks | Zusammenfassung]
- ad Zinsstruktur:
Links:
- Zinsstruktur
- Forward Rates vs Spot Rates
- The Term Structure of Interest Rates, Spot Rates and Yield to Maturity
- Spotrates, forwardrates and exchange market efficiency
- Formeln der klassischen Finanzmathematik
- Prof. Luderer – Mathematik des Investmentbankings
- Illustrating Spot and Forward Interest Rates
- Fama, Eugene – Forward and Spot Exchange Rates
- Bühler, Wolfgang – An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options
- Wolf, Christian – Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach
- Schieche, Markus – Finanzmathematische Grundlagen zur Zins- und Rentenrechnung
- Finance Trainer – Finanzmathematik (Geldmarkt)
- Fulmek, Markus – Finanzmathematik