Zinsstruktur & Spot Rates & Forward Rates

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:
  • Stoklossa, Harald – Die Zinsstrukturtheorie [Springer | Amazon | Zusammenfassung]

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