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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl; Hassan, Nadima el - 1996
Persistent link: https://www.econbiz.de/10000955777
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Classes of interest rate models under the HJM framework
Chiarella, Carl; Kwon, Oh Kang - In: Asia-Pacific financial markets 8 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
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On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
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Evaluation de quelques instruments quantos
Bensaïd, Bernard; Bottazzi, Jean-Marc - In: Finance : revue de l'Association Française de Finance 22 (2001) 2, pp. 25-50
Persistent link: https://www.econbiz.de/10001626667
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On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl - In: Financial engineering and the Japanese markets 3 (1996) 3, pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
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Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013172797
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Mathematical interest theory
Vaaler, Leslie Jane Federer; Harper, Shinko Kojima; … - 2019 - Third edition
Mathematical Interest Theory provides an introduction to how investments grow over time. This is done in a … various relationships should be true. Among the modern financial topics introduced are: arbitrage, options, futures, and swaps …. Mathematical Interest Theory is written for anyone who has a strong high-school algebra background and is interested in being an …
Persistent link: https://www.econbiz.de/10012012575
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Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuri - In: Journal of financial economics 154 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015072199