Pages that link to "Item:Q583070"

The following pages link to Term structure of interest rates: The martingale approach (Q583070):

Displaying 22 items.

• `Finem Lauda' or the risks in swaps (Q751146) (← links)
• A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
• A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
• Bond options and bond portfolio insurance (Q1182784) (← links)
• Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results (Q1278206) (← links)
• Evaluation of the GIC rollover option (Q1333588) (← links)
• A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
• General framework for pricing derivative securities (Q1346157) (← links)
• Unemployment insurance and mortgages (Q1381476) (← links)
• On the role of state variables in interest rates models (Q2744950) (← links)
• A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512) (← links)
• A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
• PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
• Term structure of interest rates: Discontinuous case (Q4234440) (← links)
• (Q4256193) (← links)
• The Relationship Between Risk and Maturity In A Stochastic Setting (Q4345922) (← links)
• A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON (Q4372038) (← links)
• Valuation of sinking-fund bonds in the Vasicek and CIR frameworks^∗Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533) (← links)
• Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
• Options in and on interest rate futures contracts: results from martingale pricing theory (Q4994395) (← links)
• A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
• Valuation of contingent-claims characterising particular pension schemes (Q5942776) (← links)