HJM: a unified approach to dynamic models for fixed income, credit and equity markets
Year of publication: |
2007
|
---|---|
Authors: | Carmona, René |
Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 3.2004, p. 1-50
|
Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Anleihe | Bond | Aktienmarkt | Stock market |
-
Arbitrage-free models of stocks and bonds
Durham, J. Benson, (2013)
-
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J., (2017)
-
Maleki Nia, Nahid, (2019)
- More ...
-
Optimal multiple stopping of linear diffusions
Carmona, René, (2008)
-
From Markovian to partially observable models
Carmona, René, (2009)
-
Applications to weather derivatives and energy contracts
Carmona, René, (2009)
- More ...