Term Structure Models: A Perspective from the Long Rate (Q5718383): Difference between revisions

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+Interest Rate Risk Management
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+The Pricing of Options and Corporate Liabilities
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+Q3773148
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+Q5288992
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Martingales and arbitrage in multiperiod securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Problems in certain two-factor term structure models
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+Pricing Interest-Rate-Derivative Securities
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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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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