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Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse

Madjlessi, Foruhar - 1996

Persistent link: https://www.econbiz.de/10000964136

Tests of alternate models for the pricing of Korean treasury bond futures contracts

Kang, Jangkoo; Park, Hyoung-Jin - In: Pacific-Basin finance journal 14 (2006) 4, pp. 410-425

Persistent link: https://www.econbiz.de/10003365509

On the relationship of bond and stock markets and its applications to actuarial science

Depner, Eduard (contributor) - 2000

Persistent link: https://www.econbiz.de/10001592599

Lognormal approximations to Libor market models

Kurbanmuradov, O.; Sabelfeld, K.; Schoenmakers, John - In: The journal of computational finance 6 (2002) 1, pp. 69-100

Persistent link: https://www.econbiz.de/10001704745

Spezielle Zinskurven - zeitdiskrete Modelle für Zinsstrukturkurven

Schlüchtermann, Georg - In: Investmentmodelle für das Asset-liability-Modelling …, (pp. 285-317). 2001

Persistent link: https://www.econbiz.de/10001661210

Lognormal random field approximations to LIBOR market models

Kurbanmuradov, O. (contributor); Sabelfeld, K. (contributor) - 1999 - [Elektronische Ressource]

We study several approximations for the LIBOR market models presented in Brace, Gatarek, Musiela (1997), Jamshidian (1997) and Schoenmakers, Coffey (1999). Special attention is payed to log-normal approximations and their simulation by using direct simulation methods for log-normal random...

Persistent link: https://www.econbiz.de/10001544522