The following pages link to (Q2756619):
Displayed 50 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- A comparison of single factor Markov-functional and multi factor market models (Q541589) (← links)
- Shape factors and cross-sectional risk (Q609842) (← links)
- The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- Generic market models (Q881416) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Ab initio yield curve dynamics (Q936899) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Solutions of two-factor models with variable interest rates (Q952075) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- The stochastic string model as a unifying theory of the term structure of interest rates (Q1619783) (← links)
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- Optimal contingent claims. (Q1872450) (← links)
- Valuation of caps and swaptions under a stochastic string model (Q2141896) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
- Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
- Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)
- Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration (Q2469854) (← links)
- Pricing of defaultable bonds with log-normal spread: development of the model and an application to Argentinean and Brazilian bonds during the Argentine crisis (Q2490453) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? (Q3067162) (← links)
- Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model (Q3091998) (← links)
- On swap rate dynamics: to freeze or not to freeze? (Q3174922) (← links)
- An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling (Q3424320) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- THEORY AND CALIBRATION OF SWAP MARKET MODELS (Q3446061) (← links)
- (Q4212970) (← links)
- Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung (Q4395763) (← links)
- MultiFactor Valuation of Floating Range Notes (Q4464014) (← links)
- A class of arbitrage-free log-normal-short-rate two-factor models (Q4541550) (← links)
- Markov interest rate models (Q4541579) (← links)
- Multi-curve HJM modelling for risk management (Q4554439) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)