Pages that link to "Item:Q5936853"
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The following pages link to Interest rate models -- theory and practice (Q5936853):
Displayed 46 items.
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Interest rate risk premium and equity valuation (Q601065) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Moment explosion in the LIBOR market model (Q633049) (← links)
- Some results on correlation matrices for interest rates (Q637511) (← links)
- The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056) (← links)
- An approximation of caplet implied volatilities in Gaussian models (Q816447) (← links)
- Consistency among trading desks (Q854281) (← links)
- Optimal strategies for pricing general insurance (Q865606) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Ab initio yield curve dynamics (Q936899) (← links)
- A general asset-liability management model for the efficient simulation of portfolios of life insurance policies (Q998287) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- Risk management of a bond portfolio using options (Q2463566) (← links)
- Pricing of Ratchet equity-indexed annuities under stochastic interest rates (Q2463567) (← links)
- Computation of the endogenous mortgage rates with randomized quasi-Monte Carlo simulations (Q2472633) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- Stochastic Volatility and Dependency in Energy Markets: Multi-Factor Modelling (Q2847836) (← links)
- REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (Q3005960) (← links)
- Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options (Q3063876) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
- THEORY AND CALIBRATION OF SWAP MARKET MODELS (Q3446061) (← links)
- Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE‐EXERCISE OPTIONS (Q4673671) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194) (← links)
- The Lévy Swap Market Model (Q5297934) (← links)
- Non-maturing Deposits, Convexity and Timing Adjustments (Q5391923) (← links)
- Standard approaches to asset & liability risk** (Q5430556) (← links)
- A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model (Q5489324) (← links)
- Effective Implementation of Generic Market Models (Q5505912) (← links)