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~person:"Hull, John"
~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
~subject:"CAPM"
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Hull, John
Jamshidian, Farshid
Rebonato, Riccardo
Miltersen, Kristian R.
7
Sandmann, Klaus
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5
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5
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Advances in futures and options research : a research annual
2
Journal of financial and quantitative analysis : JFQA
1
Quantitative finance
1
Research in finance
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The journal of fixed income
1
The review of financial studies
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1
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
2
Modern pricing of interest-rate derivatives : the LIBOR market model and beyond
Rebonato, Riccardo
-
2002
Persistent link: https://www.econbiz.de/10001693803
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3
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
4
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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5
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
6
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
7
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
8
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
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