Pages that link to "Item:Q4419304"

The following pages link to PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304):

Displaying 30 items.

• Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483) (← links)
• Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
• American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
• Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
• Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
• Path dependent options on yields in the affine term structure model (Q1265769) (← links)
• Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
• Pricing European options on deferred annuities (Q2442531) (← links)
• Credit derivatives in an affine framework (Q2471738) (← links)
• Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
• Fast swaption pricing in Gaussian term structure models (Q2831010) (← links)
• Valuing early-exercise interest-rate options with multi-factor affine models (Q2862511) (← links)
• Doubly Stochastic CDO Term Structures (Q2904888) (← links)
• Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
• Swaption pricing in affine and other models (Q2927951) (← links)
• DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
• Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
• PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401) (← links)
• The fair value of guaranteed annuity options (Q3440844) (← links)
• A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
• Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
• Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
• Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
• AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
• A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
• Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
• (Q5196309) (← links)
• VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
• A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
• Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)