Pages that link to "Item:Q4006256"
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The following pages link to Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (Q4006256):
Displaying 50 items.
- Forecasting the term structure of government bond yields (Q94953) (← links)
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- Affine realizations with affine state processes for stochastic partial differential equations (Q271881) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions (Q320262) (← links)
- A defaultable HJM modelling of the Libor rate for pricing basis swaps after the credit crunch (Q320915) (← links)
- On the control of the difference between two Brownian motions: an application to energy markets modeling (Q324996) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- Valuing inflation-linked death benefits under a stochastic volatility framework (Q343966) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- Pricing the risks of default (Q375364) (← links)
- Term structure modelling of defaultable bonds (Q375366) (← links)
- Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models (Q375376) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- A heat kernel approach to interest rate models (Q403855) (← links)
- Delta-gamma hedging of mortality and interest rate risk (Q414608) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- The impact of quantitative easing on the US term structure of interest rates (Q475332) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- Foreign currency bubbles (Q539147) (← links)
- Recovering a time-homogeneous stock price process from perpetual option prices (Q549870) (← links)
- A theory of bond portfolios (Q558672) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Shape factors and cross-sectional risk (Q609842) (← links)
- Pricing caps with HJM models: the benefits of humped volatility (Q613457) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) (← links)
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- Equity-linked pension schemes with guarantees (Q654835) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- A linear algebraic method for pricing temporary life annuities and insurance policies (Q661219) (← links)
- New no-arbitrage conditions and the term structure of interest rate futures (Q665727) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
