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A structural model of default risk
Hsu, Jason C.; Saá-Requejo, Jesús; Santa-Clara, Pedro - In: The journal of fixed income 19 (2009/10) 3, pp. 77-94
Persistent link: https://www.econbiz.de/10003940863
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Hedging interest rate risk with options on average interest rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
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Valuing credit derivatives
Longstaff, Francis A. - In: The journal of fixed income 5 (1995) 1, pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
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Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A. - In: The journal of fixed income 3 (1993) 2, pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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A STRUCTURAL MODEL OF DEFAULT RISK
Hsu, Jason C; Saá-Requejo, Jesús; Santa-Clara, Pedro - In: The journal of fixed income 19 (2010) 3, pp. 77-77
Persistent link: https://www.econbiz.de/10008353413
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Valuing Credit Derivatives
Longstaff, Francis A.; Schwartz, Eduardo S. - In: The journal of fixed income 5 (1995) 1, pp. 6-14
Persistent link: https://www.econbiz.de/10007333764
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Hedging Interest Rate Risk with Options on Average Interest Rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10007211351
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Comments on "A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model"
Longstaff, Francis A.; Schwartz, Eduardo S. - In: The journal of fixed income 3 (1994) 4, pp. 101
Persistent link: https://www.econbiz.de/10007214318