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~isPartOf:"Quantitative finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Interest rate"
~type_genre:"Article in journal"
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Quantitative finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
2
Divergent interest rates in the theory of financial markets
Kruschwitz, Lutz
;
Löffler, Andreas
;
Lorenz, Daniela
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 48-55
Persistent link: https://www.econbiz.de/10012175793
Saved in:
3
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
4
On the computation of a formula for the duration of a bond that yields precise results
Osborne, Michael J.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10002570487
Saved in:
5
Money market rates and implied CCAPM rates : some international evidence
Ahmad, Yamin
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 699-729
Persistent link: https://www.econbiz.de/10003099291
Saved in:
6
Accrued interest and bond prices
Gosnell, Thomas F.
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
3
,
pp. 739-793
Persistent link: https://www.econbiz.de/10001230612
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