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isPartOf:"Interest rate modelling after the financial crisis"
~language:"eng"
~subject:"Kreditderivat"
~subject:"Markov chain"
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Interest rate modelling after the financial crisis
Review of derivatives research
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SSE EFI working paper series in economics and finance
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
Persistent link: https://www.econbiz.de/10011456985
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Multi-curve low dimensional Markovian models in an HJM framework
Torrealba Palacios, Manuel
- In:
Interest rate modelling after the financial crisis
,
(pp. 417-454)
.
2013
Persistent link: https://www.econbiz.de/10011457035
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