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~isPartOf:"Applied mathematical finance"
~subject:"Finanzmathematik"
~subject:"Foreign exchange market"
~subject:"Martingale"
~subject:"Optionspreistheorie"
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Applied mathematical finance
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Modelling specific interest rate risk with estimation of missing data
Siegl, Thomas
;
Quell, Peter
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 283-309
Persistent link: https://www.econbiz.de/10003149972
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2
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita
;
Ortu, Fulvio
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
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A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
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