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An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kenji - In: Financial engineering and the Japanese markets 3 (1996) 2, pp. 151-170

Persistent link: https://www.econbiz.de/10001204401

Asset pricing : discrete time approach

Kariya, Takeaki - 2003

Persistent link: https://www.econbiz.de/10001695461

Asset Pricing : -Discrete Time Approach-

Kariya, Takeaki; Liu, Regina Y. - 2003

The theory of asset pricing has grown markedly more sophisticated in the last two decades, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of Asset Pricing -Discrete Time Approach- is to provide a...

Persistent link: https://www.econbiz.de/10013521630

CB: time dependent Markov model for pricing convertible bonds

Kariya, Takeaki; Tsuda, Hiroshi - In: Asia-Pacific financial markets 7 (2000) 3, pp. 239-259

Persistent link: https://www.econbiz.de/10001508546

New bond pricing models with applications to Japanese data

Kariya, Takeaki - In: Financial engineering and the Japanese markets 1 (1994) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10001187925

New bond pricing models with applications to Japanese data

Kariya, Takeaki; Tsuda, Hiroshi - 1993

Persistent link: https://www.econbiz.de/10000143117

An implementation of the HJM model with application to Japanese interest futures

Kamizono, Kanji; Kariya, Takeaki - 1995

Persistent link: https://www.econbiz.de/10000555678

Empirically Effective Government and Corporate Bond Pricing Models : Yield Curves and Default Curves

Kariya, Takeaki; Yamamura, Yoshiro - 2025

An Overview over the Content of This Book -- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System -- Pricing Government Bonds and Yield Curves via K Models -- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models -- Empirical Effectiveness of...

Persistent link: https://www.econbiz.de/10015408965