Pages that link to "Item:Q855091"
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The following pages link to Interest rate models -- theory and practice. With smile, inflation and credit (Q855091):
Displayed 4 items.
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- THE STOCHASTIC INTENSITY SSRD MODEL IMPLIED VOLATILITY PATTERNS FOR CREDIT DEFAULT SWAP OPTIONS AND THE IMPACT OF CORRELATION (Q5483441) (← links)