Methods of bond pricing and the market price of the interest rate risk

zbMATH Open1265.91051MaRDI QIDQ2916248FDOQ2916248

Authors: Yang Lin, Yongji Tan 

Publication date: 5 October 2012

Published in: Communication on Applied Mathematics and Computation (Search for Journal in Brave)

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zbMATH Keywords

difference methodstochastic interest rate modelmarket price

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

Cited In (12)

• Title not available (Why is that?)
• Application of statistical mechanics methodology to term-structure bond- pricing models
• An inverse problem arisen in the zero-coupon bond pricing
• A multifactorial model
• Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices
• An inverse problem of zero-coupon bond pricing
• Estimating the price of pure discount bond: eigenfunction expansion approach
• Tractable forms of the bond pricing equation
• A mathematical model of pricing in a large system of cash bonds
• A spectral method for bonds
• Pricing analysis of a class of risky bond with incomplete information
• Title not available (Why is that?)

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