Interest Rate Modeling: A Matlab Implementation
Year of publication: |
2007-04
|
---|---|
Authors: | Marazzina, Daniele |
Institutions: | Dipartimento di Scienze Economiche e Metodi Quantitativi, Facoltà di Economia |
Subject: | Interest Rate | Matlab | Spline | Term Structure | Italian Market |
-
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, S., (2012)
-
A learning hypothesis of the term structure of interest rates
Romhányi, Balázs, (2005)
-
Interest Rate Transmission and Volatility Transmission along the Yield Curve.
Avouyi-Dovi, S., (1999)
- More ...
-
Pricing exotic derivatives exploiting structure
Sesana, Debora, (2014)
-
<italic>Z</italic>-Transform and preconditioning techniques for option pricing
Fusai, Gianluca, (2012)
-
Baccarin, Stefano, (2013)
- More ...