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~subject:"Interest rate"
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Interest rate
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Option pricing theory
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Stochastischer Prozess
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Heath-Jarrow-Morton framework
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term structure of interest rates
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Joseph Heath
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Heath
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Baaquie, Belal E.
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Chen, Jun-Home
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Hughston, Lane P.
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Härtel, Maximilian
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Eric Cuvillier <Firma>
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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ECONIS (ZBW)
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1
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
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2
Valuing inflation-linked death benefits under a stochastic volatility framework
Liang, Zongxia
;
Sheng, Wenlong
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 45-58
Persistent link: https://www.econbiz.de/10011530922
Saved in:
3
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
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4
On the representation of general interest rate models as square-integrable Wiener functionals
Hughston, Lane P.
;
Mina, Francesco
- In:
Recent advances in financial engineering 2011: …
,
(pp. 1-20)
.
2012
Persistent link: https://www.econbiz.de/10009573492
Saved in:
5
Interest rates and coupon bonds in quantum finance
Baaquie, Belal E.
-
2010
-
1. publ.
analyzes interest rates and coupon bonds using quantum finance. The
Heath
-Jarrow-Morton and the Libor Market Model are …
Persistent link: https://www.econbiz.de/10003848623
Saved in:
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