Pages that link to "Item:Q5746767"
From MaRDI portal
The following pages link to The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship (Q5746767):
Displaying 10 items.
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- The value of convexity: a theoretical and empirical investigation (Q4554407) (← links)
- Interest rate trees: extensions and applications (Q4554489) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (Q4683050) (← links)
- Multi-curve Modelling Using Trees (Q4689907) (← links)
- The value of convexity: a theoretical and empirical investigation (Q4957228) (← links)
- Proof of non-convergence of the short-maturity expansion for the SABR model (Q5039635) (← links)
- Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk (Q5215442) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
