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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2010
Persistent link: https://www.econbiz.de/10008662772
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2017 - Second edition
Persistent link: https://www.econbiz.de/10011452259
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The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
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The market model of interest rate dynamics
Brace, Alan - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
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Rating migration and bond valuation : a historical interest rate and default probability term structures
Barnard, Brian - In: Expert journal of finance 6 (2018) 1, pp. 16-39
Persistent link: https://www.econbiz.de/10012053529
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Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures
Barnard, Brian - In: Expert journal of finance 5 (2017), pp. 49-72
Persistent link: https://www.econbiz.de/10011749658
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Stochastic analysis for finance with simulations
Choe, Geon Ho - 2016
Persistent link: https://www.econbiz.de/10011514499
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A simulation study of binomial term structure models : their stability and the term structure movements they imply
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000855571
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Different dynamical specifications of the term structure of interest rates and their implications
Musiela, Marek - 1993
Persistent link: https://www.econbiz.de/10000880235