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An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kenji - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 151-170

Persistent link: https://www.econbiz.de/10001204401

An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kanji; Kariya, Takeaki - 1995

Persistent link: https://www.econbiz.de/10000555678

New bond pricing models with applications to Japanese data

Kariya, Takeaki; Tsuda, Hiroshi - 1993

Persistent link: https://www.econbiz.de/10000143117

Modeling individual US T-bond prices

Tsuda, Hiroshi; Kariya, Takeaki - 1998

Persistent link: https://www.econbiz.de/10000671331

Asset pricing : discrete time approach

Kariya, Takeaki - 2003

Persistent link: https://www.econbiz.de/10001695461

CB: time dependent Markov model for pricing convertible bonds

Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259

Persistent link: https://www.econbiz.de/10001508546

New bond pricing models with applications to Japanese data

Kariya, Takeaki - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001187925

Asset Pricing : -Discrete Time Approach-

Kariya, Takeaki; Liu, Regina Y. - 2003

The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing -Discrete Time Approach- is to provide a...

Persistent link: https://www.econbiz.de/10013521630