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Testing, portfolio management and special effects
Ross, Stephen A. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001510311
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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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The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost (contributor); Klaassen, Pieter (contributor) - 2000
Persistent link: https://www.econbiz.de/10001528991
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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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Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
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Credit risk modelling and credit derivatives
Schönbucher, Philipp J. - 2000
Persistent link: https://www.econbiz.de/10001449548
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Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
Nakazato, Daisuke - In: Journal of banking & finance 24 (2000) 1/2, pp. 329-352
Persistent link: https://www.econbiz.de/10001432997
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The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
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Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten - In: Review of derivatives research 2 (1999) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10001445799