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subject:"Yield curve"
~person:"Chiarella, Carl"
~source:"econis"
~subject:"Zinsstruktur"
~type_genre:"Working Paper"
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Zinsstruktur
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Chiarella, Carl
Joshi, Mark S.
6
Miltersen, Kristian R.
5
Sandmann, Klaus
5
Akram, Tanweer
4
Björk, Tomas
4
Blaskowitz, Oliver
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Ly, Jean-Michel
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Milas, Costas
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
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2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
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3
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
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4
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
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