Pages that link to "Item:Q1931093"
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The following pages link to Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093):
Displaying 8 items.
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Qualitative properties of risk models under stochastic interest force (Q1781721) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- Bond markets with stochastic volatility (Q3572018) (← links)
- (Q4454959) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)