Vasicek and beyond : approaches to building and applying interest rate models
Year of publication: |
1996
|
---|---|
Other Persons: | Hughston, Lane (contributor) |
Publisher: |
London : Risk Publ. |
Subject: | Zinstheorie | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Finanzierung ohne Zinsen: Utopie oder Wirklichkeit?
Hamacher, Horst W., (1997)
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Option pricing, interest rates and risk management
Jouini, Elyès, (2001)
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A jump-diffusion Libor model and its robust calibration
Belomestny, Denis, (2006)
- More ...
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A chaotic approach to interest rate modelling
Hughston, Lane, (2005)
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Hughston, Lane P., (2000)
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Option pricing: past, present, future ; introduction
Hughston, Lane P., (1999)
- More ...