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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

Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis

Kariya, Takeaki; Wang, Jingsui; Wang, Zhu; Doi, Eiichi; … - In: Asia-Pacific financial markets 19 (2012) 3, pp. 259-292

Persistent link: https://www.econbiz.de/10009660683

Credit risk analysis on Euro government bonds-term structures of default probabilities

Kariya, Takeaki; Yamamura, Yoshiro; Tanokura, Yoko; … - In: Asia-Pacific financial markets 22 (2015) 4, pp. 397-427

Persistent link: https://www.econbiz.de/10011524823

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 - 1st ed. 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