Discrete-time versions of continuous-time interest rate models
Year of publication: |
1995
|
---|---|
Authors: | Heston, Steven L. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 5.1995, 2, p. 86-88
|
Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Anleihe | Bond | Theorie | Theory |
-
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael, (1996)
-
The term structure of interest rates and fixed income securities
Käppi, Jari, (1997)
-
Credit risk modelling and credit derivatives
Schönbucher, Philipp Johannes, (2000)
- More ...
-
Closed‐form option pricing formulas with extreme events
Câmara, António, (2008)
-
Intraday Patterns in the Cross-section of Stock Returns
HESTON, STEVEN L., (2010)
-
Seasonality in the Cross Section of Stock Returns: The International Evidence
Heston, Steven L., (2010)
- More ...