Interest rate term structure modelling (Q2275618): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2011.01.033
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+W2095424210
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+Q5423895
@@ Property / cites work: Q5423895 / rank @@
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+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
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@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
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+Q5478316
@@ Property / cites work: Q5478316 / rank @@
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+Changes of numéraire, changes of probability measure and option pricing
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+Financial Derivatives in Theory and Practice
@@ Property / cites work: Financial Derivatives in Theory and Practice / rank @@
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@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
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+Stochastic calculus for finance. II: Continuous-time models.
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+An equilibrium characterization of the term structure
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+Publication:2275618