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An empirical analysis of the pricing of interest rate caps
Jegadeesh, Narasimhan - 1994
Persistent link: https://www.econbiz.de/10000885251
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Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992
Persistent link: https://www.econbiz.de/10000893022
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The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram; Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000868578
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A model of the term structure of interest rates
Miltersen, Kristian R. - 1993
Persistent link: https://www.econbiz.de/10000870232
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An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R. - 1991
Persistent link: https://www.econbiz.de/10000822414
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Valuation of default-risky interest-rate swaps
Abken, Peter A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000825965
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On the stability of lognormal interest rate models
Sandmann, Klaus - 1993
Persistent link: https://www.econbiz.de/10000880242
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An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji; Kariya, Takeaki - 1995
Persistent link: https://www.econbiz.de/10000555678
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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789