Term structure modeling
| Year of publication: |
2002
|
|---|---|
| Authors: | Audley, David ; Chin, Richard ; Ramamurthy, Shrikant |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 93-135
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
-
Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke, (2025)
-
Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke, (2025)
-
Modeling and forecasting serially dependent yield curves
Li, Hao, (2025)
- More ...
-
Audley, David, (2005)
-
The effect of mean reversion on the valuation of embedded options and OAS
Audley, David, (2002)
-
The basics of cash-market hedging
Ramamurthy, Shrikant, (2008)
- More ...