Interest Rate Risk Management (Q5718251): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/10920277.1997.10595601
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+W2226961460
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@@ Property / cites work @@
+A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+A general version of the fundamental theorem of asset pricing
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+Q4794153
@@ Property / cites work: Q4794153 / rank @@
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+Importance Sampling for Stochastic Simulations
@@ Property / cites work: Importance Sampling for Stochastic Simulations / rank @@
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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+Q4794267
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+Delta, gamma and bucket hedging of interest rate derivatives
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+Q4004325
@@ Property / cites work: Q4004325 / rank @@
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+Q4040765
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+Q5256522
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+Q3694522
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+Q2756619
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup>
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+On the Fisher-Weil immunization theorem
@@ Property / cites work: On the Fisher-Weil immunization theorem / rank @@
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+Immunization of multiple liabilities
@@ Property / cites work: Immunization of multiple liabilities / rank @@
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+On Redington's theory of immunization
@@ Property / cites work: On Redington's theory of immunization / rank @@
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+An equilibrium characterization of the term structure
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+A survey of stochastic continuous time models of the term structure of interest rates
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+Publication:5718251