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Markov-functional interest rate models
Hunt, Phil J.; Kennedy, Joanne; Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
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Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G. - In: The journal of futures markets 20 (2000) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10001447801
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Credit risk modelling and credit derivatives
Schönbucher, Philipp J. - 2000
Persistent link: https://www.econbiz.de/10001449548
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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
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Zur analytischen Bewertung von Zinsoptionen
Reißner, Peter - 1992
Persistent link: https://www.econbiz.de/10000832630
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The analysis and valuation of interest rate options
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1992
Persistent link: https://www.econbiz.de/10000838715
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The economics of futures markets
Stein, Jerome L. - 1990
Persistent link: https://www.econbiz.de/10000807788
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - 1995
Persistent link: https://www.econbiz.de/10000923501
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095