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Valuation of two-factor term structure models
Goldman, D.; Heath, D.; Kentwell, Glenn; Platen, Eckhard - In: Advances in futures and options research : a research annual 8 (1995), pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
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Options on forward and futures contracts in the affine term structure model
Leblanc, Boris - In: Advances in futures and options research : a research annual 8 (1995), pp. 241-261
Persistent link: https://www.econbiz.de/10001211281
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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.; Kau, James B.; Keenan, Donald C. - In: The journal of fixed income 11 (2001) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
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A Libor market model with default risk
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598736
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A tree implementation of a credit spread model for credit
Schönbucher, Philipp J. - 2001
Persistent link: https://www.econbiz.de/10001598744
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A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 5 (2001) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
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A general characterization of one factor affine term structure models
Filipović, Damir - In: Finance and stochastics 5 (2001) 3, pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - 2000
Persistent link: https://www.econbiz.de/10001599825