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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~person:"Chen, Son-nan"
~subject:"Yield curve"
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Yield curve
Option pricing theory
6
Optionspreistheorie
6
Zinsstruktur
5
Interest rate derivative
4
Zinsderivat
4
Option trading
3
Optionsgeschäft
3
Swap
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Exchange rate
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Chen, Son-nan
Fabozzi, Frank J.
5
Wu, Ting-pin
5
Ho, Thomas S. Y.
4
Alexander, Carol
2
Chen, Ren-Raw
2
Das, Sanjiv R.
2
Heston, Steven L.
2
Hull, John
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2
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2
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2
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1
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1
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1
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1
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1
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1
Blöchlinger, Andreas
1
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
The journal of futures markets
3
Finance research letters
1
International journal of economics and finance
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
3
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
4
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
5
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
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