Pages that link to "Item:Q4226871"

The following pages link to A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871):

Displaying 50 items.

• Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
• Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
• Dynamic Index Tracking and Risk Exposure Control Using Derivatives (Q4559474) (← links)
• An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
• Valuing variable annuity guarantees on multiple assets (Q4575460) (← links)
• The real risk in pension forecasting (Q4585946) (← links)
• Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
• Log-Gaussian Cox processes in infinite-dimensional spaces (Q4606866) (← links)
• On the accuracy of the local linear approximation for the term structure of interest rates (Q4610220) (← links)
• ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041) (← links)
• TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL (Q4662055) (← links)
• A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
• AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
• Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
• Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
• Yield curve forecast combinations based on bond portfolio performance (Q4687661) (← links)
• Probability Properties of Interest Rate Models (Q4690243) (← links)
• Hedging quantos, differential swaps and ratios (Q4845146) (← links)
• THE WISHART SHORT RATE MODEL (Q4909141) (← links)
• Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
• A general model system related to affine stochastic differential equations (Q4965634) (← links)
• Equilibrium implications of interest rate smoothing (Q4991031) (← links)
• POLYNOMIAL TERM STRUCTURE MODELS (Q4994442) (← links)
• Valuation of forward start options under affine jump-diffusion models (Q5001168) (← links)
• Cash Flow Matching (Q5029076) (← links)
• Error bounds for the perturbation solution of the transition density under a multi-factor CIR term structure model with weak mean-reversion effect (Q5078025) (← links)
• An innovative design of flexible, bequest-enhanced life annuity with natural hedging (Q5106335) (← links)
• PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS (Q5114678) (← links)
• LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
• Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
• Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
• Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
• Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710) (← links)
• Interest rate prediction: a neuro-hybrid approach with data preprocessing (Q5166466) (← links)
• An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions (Q5247276) (← links)
• Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
• CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
• On Markovian short rates in term structure models driven by jump-diffusion processes (Q5386288) (← links)
• Variance swap dynamics (Q5397410) (← links)
• A Bayesian approach to term structure modeling using heavy‐tailed distributions (Q5414514) (← links)
• A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
• Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
• Continuous Time Wishart Process for Stochastic Risk (Q5485103) (← links)
• CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
• A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856) (← links)
• A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS (Q5696882) (← links)
• A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
• OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)
• Efficient Factor Models For Yield Curve Dynamics (Q5715999) (← links)
• A Gaussian Process of Yield Rates Calibrated with Strips (Q5718217) (← links)