Pages that link to "Item:Q5936853"
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The following pages link to Interest rate models -- theory and practice (Q5936853):
Displaying 50 items.
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- 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)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← 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)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← 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)
- Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
- Dual-curve Hull-White interest rate model with stochastic volatility (Q1684766) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← 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)
- Practical policy iteration: generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation (Q1994265) (← links)
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Bermudan option in Singapore savings bonds (Q2036855) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- Structural properties of generalised Planck distributions (Q2129247) (← links)
- A pure-jump mean-reverting short rate model (Q2209739) (← links)
- A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes (Q2219611) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
- When can insurers offer products that dominate delayed old-age pension benefit claiming? (Q2445997) (← 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)
- Some further ideas concerning the interaction between insurance and investment risks (Q2511474) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← 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)
