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~isPartOf:"Applied mathematical finance"
~subject:"Estimation"
~subject:"Public bond"
~subject:"Theorie"
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Andersen, Leif B. G.
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Kandhai, B. D.
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Applied mathematical finance
The journal of futures markets
81
Advances in futures and options research : a research annual
26
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17
International journal of theoretical and applied finance
16
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16
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13
Review of futures markets
12
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11
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9
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SSE EFI working paper series in economics and finance
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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
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2
A new approximate swaption formula in the LIBOR market model : an asymptotic expansion approach
Kawai, Atsushi
- In:
Applied mathematical finance
10
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001756869
Saved in:
3
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
4
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
5
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
Saved in:
6
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
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