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Forecasting U.K. and U.S. interest rates using continuous time term structure models
Byers, S. L.; Nowman, K. B. - In: International Review of Financial Analysis 7 (1998) 3, pp. 191-206
Persistent link: https://www.econbiz.de/10005221866
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Derivative prices from interest rate models: results for Canada, Hong Kong, and United States
Nowman, K. Ben; Sorwar, Ghulam - In: International Review of Financial Analysis 14 (2005) 4, pp. 428-438
Persistent link: https://www.econbiz.de/10005221898
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The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates
Nowman, K. Ben - In: International Review of Financial Analysis 11 (2002) 1, pp. 29-38
Persistent link: https://www.econbiz.de/10005228966
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Continuous time and nonparametric modelling of U.S. interest rate models
Nowman, K. Ben; Saltoglu, Burak - In: International Review of Financial Analysis 12 (2003) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10005228968
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Pricing UK and US securities within the CKLS model Further results
Nowman, K. Ben; Sorwar, Ghulam - In: International Review of Financial Analysis 8 (1999) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10005229057