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Pricing CMS spreads in the Libor market model
Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, … - 2008
Persistent link: https://www.econbiz.de/10003809706
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Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594
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Interest rate modelling
James, Jessica; Webber, Nick - 2000
Persistent link: https://www.econbiz.de/10001354952
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SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian; Wigger, Gérald; Larkin, Peter - 2015
Persistent link: https://www.econbiz.de/10011374239
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Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001678903
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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The new interest rate models
Hughston, Lane P. (ed.) - 2000
Persistent link: https://www.econbiz.de/10001522106
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Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
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Interest rate modelling
Svoboda, Simona - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001794611
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10008729669