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Search: subject_exact:"Interest rate derivative"
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1
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
2
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
Saved in:
3
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721467
Saved in:
4
Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746661
Saved in:
5
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746714
Saved in:
6
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
Saved in:
7
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
8
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
9
Utledning av rentens terminstruktur ved "maksimum glatthets"-prinsippet
Bjerksund, Petter
;
Stensland, Gunnar
-
1995
Persistent link: https://www.econbiz.de/10000925602
Saved in:
10
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
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