Pages that link to "Item:Q1398974"
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The following pages link to An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974):
Displaying 15 items.
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities (Q356761) (← links)
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- Studying term structure of SHIBOR with the two-factor Vasicek model (Q1724348) (← links)
- Risky forward interest rates and swaptions: quantum finance model and empirical results (Q2148174) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- Term structure movements implicit in Asian option prices (Q2893078) (← links)
- Swaption pricing in affine and other models (Q2927951) (← links)
- Interest Rate Derivatives Pricing with Volatility Smile (Q3112457) (← links)
- Time to build and bond risk premia (Q5918628) (← links)
- Time to build and bond risk premia (Q5919142) (← links)
- Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption (Q6082431) (← links)
- Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility (Q6549857) (← links)
