AN ALTERNATIVE INTEREST RATE TERM STRUCTURE MODEL (Q5704729): Difference between revisions

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+Volatility skews and extensions of the Libor market model
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+Phenomenology of the interest rate curve
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE
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+A two-factor model for low interest rate regimes
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+MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX
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+Q4435813
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+Q2756619
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+Publication:5704729