Narrow search
Showing 1 - 6 of 6
Cover Image
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost (contributor); Klaassen, Pieter (contributor) - 2000
Persistent link: https://www.econbiz.de/10001528991
Cover Image
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001473517
Cover Image
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost; Klaassen, Pieter; Melenberg, Bertrand - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
Cover Image
On the information in the interest rate term structure and option prices
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - In: Review of derivatives research 7 (2004) 2, pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Cover Image
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2001
Persistent link: https://www.econbiz.de/10001692635
Cover Image
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - In: European finance review : the official journal of the … 5 (2001) 3, pp. 201-237
Persistent link: https://www.econbiz.de/10001654818