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

zbMATH Open1265.91051MaRDI QIDQ2916248FDOQ2916248

Yongji Tan, Yang Lin

Publication date: 5 October 2012

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

Recommendations

• scientific article; zbMATH DE number 2030325
• An inverse problem arisen in the zero-coupon bond pricing
• On solutions of the bond pricing equation
• An inverse problem of zero-coupon bond pricing
• Pricing analysis of a class of risky bond with incomplete information

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 (8)

• Title not available (Why is that?)
• Application of statistical mechanics methodology to term-structure bond- pricing models
• An inverse problem of zero-coupon bond pricing
• 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?)

This page was built for publication: Methods of bond pricing and the market price of the interest rate risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2916248)