Pages that link to "Item:Q737991"
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The following pages link to Do interest rate options contain information about excess returns? (Q737991):
Displaying 5 items.
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512) (← links)
- Swaption pricing in affine and other models (Q2927951) (← links)
- Excess Volatility: Beyond Discount Rates* (Q4647451) (← links)