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~person:"Brace, Alan"
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Fujii Shimada Takahashi (FST) theorem
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Brace, Alan
Yang, Zhaojun
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Primer : The FST theorem for pricing with foreign collateral
Brace, Alan
-
2013
Persistent link: https://www.econbiz.de/10009744635
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2
Primer : curve stripping with full collateralisation
Brace, Alan
-
2013
Persistent link: https://www.econbiz.de/10009744637
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3
The market model of interest rate dynamics
Brace, Alan
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
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