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The pricing of default-free interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1992
Persistent link: https://www.econbiz.de/10000838418
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The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric - In: The journal of finance : the journal of the American … 46 (1991) 5, pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
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The pricing of interest rate cap, floor and collar agreements
Briys, Eric - 1988
Persistent link: https://www.econbiz.de/10013277753
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1990
Persistent link: https://www.econbiz.de/10000797974
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An intertemporal interest rate market model : complete markets
Sandmann, Klaus - 1988
Persistent link: https://www.econbiz.de/10000125430
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Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid - In: Research in finance 9 (1991), pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
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Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
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Finanzinnovationen und Finanzderivate als Instrumente zum Management von Zinsrisiken
Jokisch, Jens - In: Vision und Verantwortung : Herausforderungen an der …, (pp. 481-495). 1999
Persistent link: https://www.econbiz.de/10001438317