Pages that link to "Item:Q5938030"
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The following pages link to On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030):
Displaying 7 items.
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- (Q3461425) (← links)