Pages that link to "Item:Q1387769"
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The following pages link to Implied interest rate pricing models (Q1387769):
Displaying 11 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- The asymptotic expansion approach to the valuation of interest rate contingent claims (Q2707166) (← links)
- Admissibility of generic market models of forward swap rates (Q2927948) (← links)
- RISK SENSITIVITIES OF BERMUDA SWAPTIONS (Q3022106) (← links)
- Implied Bond and Derivative Prices Based on Non-Linear Stochastic Interest Rate Models (Q3065132) (← links)
- THEORY AND CALIBRATION OF SWAP MARKET MODELS (Q3446061) (← links)
- Models of forward Libor and swap rates (Q4541568) (← links)
- On the American swaption in the linear-rational framework (Q4619526) (← links)
- BACK-OF-THE-ENVELOPE SWAPTIONS IN A VERY PARSIMONIOUS MULTI-CURVE INTEREST RATE MODEL (Q5234015) (← links)
- IMPLIED KERNEL MODELS (Q5696294) (← links)