The following pages link to Interest-rate management (Q5940703):
Displaying 13 items.
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- Portfolio optimization under credit risk (Q1424641) (← links)
- Interest rate dynamics, derivatives pricing, and risk management (Q1910357) (← links)
- Portfolio optimization under Solvency II (Q2288904) (← links)
- Integrated portfolio management with options (Q2464233) (← links)
- Option pricing, interest rates and risk management (Q2734511) (← links)
- Interest rate modelling. (Q2756617) (← links)
- Interest rate risk measurement and management (Q2756621) (← links)
- An elementary introduction to stochastic interest rate modeling. (Q2891963) (← links)
- The LIBOR Market Model: A Markov-Switching Jump Diffusion Extension (Q4562477) (← links)
- The Markov-switching jump diffusion LIBOR market model (Q4683051) (← links)
- Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation (Q5851722) (← links)