Narrow search
Showing 161 - 170 of 16,955
Cover Image
Extended Libor market models with affine and quadratic volatility
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001667067
Cover Image
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
Cover Image
A constrained least square method for estimating a smooth, nonnegative forward rate sequence
Konno, Hiroshi; Ito, Sumito - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 988-998
Persistent link: https://www.econbiz.de/10003206762
Cover Image
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.; Brotherton-Ratcliffe, Rupert - In: The journal of computational finance 9 (2005) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Cover Image
Interest rates and monetary policy in Japan
Ito, Takayasu - 2005
Persistent link: https://www.econbiz.de/10003137457
Cover Image
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan; Amir-Atefi, Keyvan; Racheva-Jotova, Borjana - In: Credit risk : measurement, evaluation and management ; …, (pp. 49-84). 2003
Persistent link: https://www.econbiz.de/10002001435
Cover Image
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter; Fouque, Jean-Pierre; Papanicolaou, George; … - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Cover Image
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Cover Image
[Rezension von: Rebonato, Riccardo, Modern pricing of interest-rate derivatives, the LIBOR market model and beyond]
Das, Sanjiv R. - In: Journal of economic literature 42 (2004) 2, pp. 528-529
Persistent link: https://www.econbiz.de/10002166536
Cover Image
The behavior of interest rates
Fama, Eugene F. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992788