Narrow search
Showing 1 - 10 of 4,113
Cover Image
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
Cover Image
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
Cover Image
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
Cover Image
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
Cover Image
On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
Cover Image
The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012
Cover Image
The dynamics of bond yields and the stock index : with an empirical application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - 1997
Persistent link: https://www.econbiz.de/10000960759
Cover Image
On Makeham's formula and fixed income mathematics
Jensen, Bjarne Astrup - 1999
Persistent link: https://www.econbiz.de/10001421861
Cover Image
Concession length and investment timing flexibility
Alpaos, Chiara D. (contributor); Dosi, Cesare (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003358901
Cover Image
Do multinational firms invest more? : On the impact of internal debt financing and transfer pricing on capital accumulation
Simmler, Martin - 2015
Persistent link: https://www.econbiz.de/10011387993