Pages that link to "Item:Q4541568"
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The following pages link to Models of forward Libor and swap rates (Q4541568):
Displaying 6 items.
- An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974) (← links)
- Arbitrage-free discretization of lognormal forward Libor and swap rate models (Q1979076) (← links)
- Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (Q2374124) (← links)
- The affine LIBOR models (Q2851558) (← links)
- Admissibility of generic market models of forward swap rates (Q2927948) (← links)
- The Lévy Swap Market Model (Q5297934) (← links)