Pages that link to "Item:Q257234"
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The following pages link to Pricing and risk management of interest rate swaps (Q257234):
Displaying 18 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Operational risk: emerging markets, sectors and measurement (Q299801) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Pricing of swaps with default risk (Q375369) (← links)
- Fast delta computations in the swap-rate market model (Q633332) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Interest rate swaps under CIR. (Q1426797) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Valuing currency swap contracts in uncertain financial market (Q2272419) (← links)
- Interest rate swap pricing with default risk under variance gamma process (Q2408891) (← links)
- (Q3501642) (← links)
- (Q3515754) (← links)
- (Q4900760) (← links)
- A double obstacle model for pricing bi-leg defaultable interest rate swaps (Q5056713) (← links)
- Study of the dynamics of the interest rate swap using machine learning methods (Q5057483) (← links)
- (Q5382093) (← links)
- Some inequalities for covariance with applications in statistics (Q5877849) (← links)