Pages that link to "Item:Q1910357"
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The following pages link to Interest rate dynamics, derivatives pricing, and risk management (Q1910357):
Displaying 16 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Interest rate risk premium and equity valuation (Q601065) (← links)
- Interest rate futures and bank hedging (Q1283708) (← links)
- An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices (Q1398974) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Term structure modeling and asymptotic long rate (Q1974033) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- A defaultable bond model with cyclical fluctuations in the spread process (Q2673795) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- (Q3500544) (← links)
- Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting (Q4561942) (← links)
- Interest-rate management (Q5940703) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
- Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model (Q6594798) (← links)
