Pages that link to "Item:Q3423401"

The following pages link to PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401):

Displaying 15 items.

• Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
• American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
• Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
• Calibration of one-factor and two-factor hull-white models using swaptions (Q1722763) (← links)
• A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
• Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
• Affine stochastic mortality (Q2507942) (← links)
• FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010) (← links)
• THE AFFINE LIBOR MODELS (Q2851558) (← links)
• PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS (Q2927950) (← links)
• SWAPTION PRICING IN AFFINE AND OTHER MODELS (Q2927951) (← links)
• On swap rate dynamics: to freeze or not to freeze? (Q3174922) (← links)
• Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
• DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254) (← links)
• Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)