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Valuing swaptions
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003765712
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Impact of different interest rate models on bond value measures
Buetow, Gerald W.; Hanke, Bernd; Fabozzi, Frank J. - In: The journal of fixed income 11 (2001) 3, pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
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A review of no arbitrage interest rate models
Buetow, Gerald W.; Fabozzi, Frank J.; Sochacki, James - In: Interest rate, term structure, and valuation modeling, (pp. 39-72). 2002
Persistent link: https://www.econbiz.de/10001734140
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Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.; Fabozzi, Frank J. - In: Interest rate, term structure, and valuation modeling, (pp. 379-420). 2002
Persistent link: https://www.econbiz.de/10001734185
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Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.; Sochacki, James - In: Journal of mathematical finance 9 (2019) 4, pp. 616-636
Persistent link: https://www.econbiz.de/10012433130