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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal; Prazeres, Pedro Miguel Silva - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
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The determinants of sovereign credit spread changes in the Euro-zone
Oliveira, Luís; Curto, José Dias; Nunes, Joaõ Pedro Vidal - In: Journal of international financial markets, … 22 (2012) 2, pp. 278-304
Persistent link: https://www.econbiz.de/10009581700
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Pricing and hedging bond options and sinking-fund bonds under the CIR model
Larguinho, Manuela; Dias, José Carlos; Braumann, Carlos A. - In: Quantitative finance and economics 6 (2022) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10013494117