Pages that link to "Item:Q2891963"
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The following pages link to An elementary introduction to stochastic interest rate modeling. (Q2891963):
Displaying 8 items.
- Interest rate derivatives. Valuation, calibration and sensitivity analysis (Q690694) (← links)
- Interest rate models -- theory and practice. With smile, inflation and credit (Q855091) (← links)
- Term-structure models. A graduate course (Q930271) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Elementary price indices under the GBM price model (Q5079853) (← links)
- Calculation of the convexity adjustment to the forward rate in the Vasicek model for the forward in-arrears contracts on LIBOR rate (Q5218388) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)