Pages that link to "Item:Q2856469"

The following pages link to A theory of the term structure of interest rates (Q2856469):

Displaying 50 items.

• Internationally Diversified Investment Using an Integrated Portfolio Model (Q4216103) (← links)
• A New Model for Interest Rates (Q4216107) (← links)
• Collapse of Detail (Q4216113) (← links)
• PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
• GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (Q4226868) (← links)
• A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
• Term structure of interest rates: Discontinuous case (Q4234440) (← links)
• Present value of some insurance portfolios (Q4248558) (← links)
• Volatility structures of forward rates and the dynamics of the term structure: a multifactor case (Q4254786) (← links)
• Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
• Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
• Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919) (← links)
• The Relationship Between Risk and Maturity In A Stochastic Setting (Q4345922) (← links)
• Pricing Options On Risky Assets In A Stochastic Interest Rate Economy¹ (Q4345932) (← links)
• Option Pricing When Jump Risk Is Systematic¹ (Q4345937) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• Consols In the Cir Model (Q4372004) (← links)
• ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS¹ (Q4372015) (← links)
• A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031) (← links)
• ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE‐TIME SQUARE‐ROOT PROCESS (Q4372032) (← links)
• THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037) (← links)
• A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON (Q4372038) (← links)
• WHEN IS THE SHORT RATE MARKOVIAN? (Q4372040) (← links)
• SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299) (← links)
• PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304) (← links)
• Semiparametric estimation of Value at Risk (Q4458356) (← links)
• Lognormality of rates and term structure models (Q4487014) (← links)
• (Q4495099) (← links)
• Bond, futures and option evaluation in the quadratic interest rate model (Q4541527) (← links)
• Default risk and derivative products (Q4541531) (← links)
• Default risk and derivative products (Q4541532) (← links)
• Valuation of sinking-fund bonds in the Vasicek and CIR frameworks^∗Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged. (Q4541533) (← links)
• A class of arbitrage-free log-normal-short-rate two-factor models (Q4541550) (← links)
• Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564) (← links)
• Markov interest rate models (Q4541579) (← links)
• Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
• Volatility skews and extensions of the Libor market model (Q4541584) (← links)
• A square root interest rate model fitting discrete initial term structure data (Q4541596) (← links)
• Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600) (← links)
• A numerical PDE approach for pricing callable bonds (Q4541601) (← links)
• Trading volume in models of financial derivatives (Q4541604) (← links)
• On the volatility of stock prices: an exercise in quantitative theory (Q4546804) (← links)
• A model for interest rates with clustering effects (Q4554210) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
• Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
• Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
• Pricing options on mean reverting underliers (Q4555092) (← links)
• Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)