Claus Christian Beier

DZ Bank AG

60265 Frankfurt am Main

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

530

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Keep It Simple - Notes on the Transition to New Interest Rate Benchmarks from a Quant Perspective

Number of pages: 3 Posted: 12 Sep 2018
Claus Christian Beier, Christian P. Fries and Marius G. Rott
DZ Bank AG, Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics and Independent
Downloads 317 (179,736)

Abstract:

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Interest Rate Modelling, Benchmark Rates, IBOR

2.

A Local Linear Regression Method Using a Discrete Kernel Function with Applications to Bond Curve Construction

Number of pages: 41 Posted: 21 Nov 2017 Last Revised: 18 Dec 2017
Claus Christian Beier and Christian P. Fries
DZ Bank AG and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 213 (267,016)
Citation 2

Abstract:

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