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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
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A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I. - 2008
Persistent link: https://www.econbiz.de/10003765087
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo; McKay, Kenneth; White, Richard - 2009
Persistent link: https://www.econbiz.de/10003767860
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Pricing of traffic light options and other correlation derivatives
Kokholm, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003781204
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Essays in term structure and credit spread models
Fan, Rong - 2002
Persistent link: https://www.econbiz.de/10003776097
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Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000649190
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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A semiparametric two-factor term structure model
Knight, John L.; Li, Fuchun; Yuan, Mingwei - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 204-237
Persistent link: https://www.econbiz.de/10003318445
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Interest rate swaps and their derivatives : a practitioner's guide
Sadr, Amir - 2009
Persistent link: https://www.econbiz.de/10003809776