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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif - In: The journal of computational finance 3 (1999/2000) 2, pp. 5-32
Persistent link: https://www.econbiz.de/10001517417
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Markov interest rate models
Hagan, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 4, pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria - 2000 - 1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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A Three-factor defaultable term structure model
Schmid, Bernd; Zagst, Rudi - In: The journal of fixed income 10 (2000) 2, pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
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The valuation of interest rate digital options and range notes revisited
Navatte, Patrick; Quittard-Pinon, François - In: European financial management : the journal of the … 5 (1999) 3, pp. 425-440
Persistent link: https://www.econbiz.de/10001446911
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Empirical tests of interest rate model pricing kernels
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447985