Pages that link to "Item:Q930271"
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The following pages link to Term-structure models. A graduate course (Q930271):
Displaying 50 items.
- The joint mortality of couples in continuous time (Q2364010) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Issues with the Smith-Wilson method (Q2374100) (← links)
- On conditional least squares estimation for affine diffusions based on continuous time observations (Q2417987) (← links)
- Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices (Q2444649) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- On non-negative modeling with CARMA processes (Q2633848) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Options on bonds: implied volatilities from affine short-rate dynamics (Q2672920) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- Interest rate modelling. (Q2756617) (← links)
- Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis (Q2807792) (← links)
- An elementary introduction to stochastic interest rate modeling. (Q2891963) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- Consistent factor models for temperature markets (Q2909512) (← links)
- HEAT KERNEL MODELS FOR ASSET PRICING (Q2941066) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
- Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk (Q4554240) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- Fed funds futures variance futures (Q4554512) (← links)
- The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (Q4562477) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL (Q4571699) (← links)
- Modelling the Uruguayan Debt Through Gaussians Models (Q4606782) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- On the American swaption in the linear-rational framework (Q4619526) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- The Markov-switching jump diffusion LIBOR market model (Q4683051) (← links)
- A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912) (← links)
- Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Bond indifference prices (Q5014252) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL (Q5066297) (← links)
- Price impact on term structure (Q5068079) (← links)
- OPTIMAL CROSS-CURRENCY MORTGAGE DECISIONS (Q5088797) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
