Recent models of the term structure of interest rates with actuarial applications
Year of publication: |
1980
|
---|---|
Authors: | Boyle, Phelim P. |
Published in: |
Transactions of the International Congress of Actuaries. - Karlsruhe : Verl. Versicherungswirtschaft, ZDB-ID 961980-X. - Vol. 21.1980, 4, p. 95-104
|
Subject: | Kapitalanlage Portefeuilleplanung | Kapitalzinsstruktur | Versicherungstechnik |
-
A paradox in the relation of wealth to utility
Scott, Robert Haney, (1979)
-
A study of the postwar demand for financial assets by households and institutional investors
Kleefeld, Kenneth Robert, (1972)
-
Friedman, Benjamin M., (1980)
- More ...
-
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P., (1994)
-
Robust stochastic discount factors
Boyle, Phelim P., (2008)
-
A lattice framework for option pricing with two state variables
Boyle, Phelim P., (1988)
- More ...