Pages that link to "Item:Q3116080"
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The following pages link to An Extreme Value Approach to Estimating Interest-Rate Volatility: Pricing Implications for Interest-Rate Options (Q3116080):
Displaying 4 items.
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Implications of implicit credit spread volatilities on interest rate modelling (Q1694952) (← links)
- Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)