short rate, bond prices, as well as interest rate derivatives. We extend CKLS (1992) to a broader class of single factor … neural network approach (MLP-ANN), in pricing and hedging discount bonds. We find that while the MLP-ANN can better fit bond … forecasting bond yield changes. Finally, we compare various interest rate bond option pricing models, in their ability to price …

interest-rate sensitive, derivative pricing models. Our overview of conceptual approaches highlights the tradeoffs that have …

Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets …