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Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe, (1999)
Comment on the behavior of interest rates implied by the term structure of Eurodollar futures
Estrella, Arturo, (1996)
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano, (2006)
Monte Carlo simulation/OAS approach to valuing residential real estate-backed securities
Fabozzi, Frank J., (2002)
Valuation of mortgage-backed securities
Fabozzi, Frank J., (2005)
Fabozzi, Frank J., (2006)