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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000674017
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000994013
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A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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Defaultable bonds as Asian options
Buffet, Emmanuel - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 571
Persistent link: https://www.econbiz.de/10001524455
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Valuing bonds with embedded average price options
Easton, Stephen Andrew - 1996
Persistent link: https://www.econbiz.de/10000947723
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Pricing bond options in a worst-case scenario
Epstein, David; Wilmott, Paul - In: New directions in mathematical finance, (pp. 117-133). 2002
Persistent link: https://www.econbiz.de/10001736568
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A generalized option valuation model for the pricing of bond options
Bookstaber, Richard M.; McDonald, James B. - In: Geschäftsbericht / Schluchseewerk Aktiengesellschaft … 4 (1985) 1, pp. 60-73
Persistent link: https://www.econbiz.de/10001935996
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Option bonds and second order arbitrage opportunities
Huang, James (contributor) - 2004
Persistent link: https://www.econbiz.de/10002625372
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Modelling callable annuity bonds with interest-only optionality
Holst, Anders (contributor); Nalholm, Morten (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002378727
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Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.; Kalotay, Andrew J.; Dorigan, Michael - 2008
Persistent link: https://www.econbiz.de/10003765587