Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets … (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options …

interest-rate sensitive, derivative pricing models. Our overview of conceptual approaches highlights the tradeoffs that have … include affine, quadratic-Gaussian, and various stochastic volatility models of the term structure. Then we turn to models …

arbitrage-free bond market under volatility uncertainty. The uncertainty about the volatility is modeled by a G-Brownian motion …We study the pricing of contracts in fixed income markets in the presence of volatility uncertainty. We consider an … of the expectations hypothesis and a valuation method for bond options. With these tools, we derive robust pricing rules …

In this paper, we show numerically how to calculate the price of bond options, swaps, caps and floors for Levy one …