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There are 12414 results for: content related to: Part Introduction

  1. The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2067–2109, Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00399

  2. Implied Interest Rate Pricing Models

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 287–302, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch15

  3. PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 762–789, João Pedro Vidal Nunes and Pedro Miguel Silva Prazeres

    Article first published online : 7 FEB 2013, DOI: 10.1111/mafi.12019

  4. Stochastic Volatilities and Correlations of Bond Yields

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1491–1524, BING HAN

    Article first published online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01242.x

  5. AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL

    Mathematical Finance

    Volume 20, Issue 3, July 2010, Pages: 365–382, Damiano Brigo and Naoufel El-Bachir

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1467-9965.2010.00401.x

  6. Terminal Swap-Rate Models

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 263–275, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch13

  7. Pricing Standard Market Derivatives

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 237–245, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch11

  8. Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2219–2248, Rong Fan, Anurag Gupta and Peter Ritchken

    Article first published online : 11 SEP 2003, DOI: 10.1111/1540-6261.00603

  9. Swaptions

    Essays in Derivatives: Risk-Transfer Tools and Topics Made Easy, Second Edition

    Don M. Chance, Pages: 83–87, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch17

  10. Valuing Swaptions

    Chapter

    Handbook of Finance

    Frank J. Fabozzi and Gerald W. Buetow

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003045

  11. Swap Derivatives: Forward Swaps and Swaptions

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 667–684, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch21

  12. European-Style Interest-Rate Derivatives

    Interest Rate Swaps and Their Derivatives: A Practitioner's Guide

    Amir Sadr, Pages: 123–148, 2011

    Published Online : 1 DEC 2011, DOI: 10.1002/9781118267967.ch7

  13. Swaptions in Libor Market Model with local volatility

    Wilmott Journal

    Volume 2, Issue 3, June 2010, Pages: 135–154, Marc Henrard

    Article first published online : 22 JUN 2010, DOI: 10.1002/wilj.32

  14. THE AFFINE LIBOR MODELS

    Mathematical Finance

    Volume 23, Issue 4, October 2013, Pages: 627–658, Martin Keller-Ressel, Antonis Papapantoleon and Josef Teichmann

    Article first published online : 14 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00531.x

  15. Fixed-Income Derivatives II: LIBOR Market Models

    Handbook of Financial Risk Management: Simulations and Case Studies

    N.H. Chan, H.Y. Wong, Pages: 217–253, 2013

    Published Online : 21 JUN 2013, DOI: 10.1002/9781118573570.ch6

  16. Markov-Functional Modelling

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 351–371, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch19

  17. SWAPTION PRICING IN AFFINE AND OTHER MODELS

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 790–820, Don H. Kim

    Article first published online : 2 NOV 2012, DOI: 10.1111/mafi.12014

  18. You have free access to this content
    Part Introduction

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 315–317, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.p4

  19. Convexity meets replication: Hedging of swap derivatives and annuity options

    Journal of Futures Markets

    Volume 31, Issue 7, July 2011, Pages: 659–678, Wendong Zheng and Yue Kuen Kwok

    Article first published online : 5 OCT 2010, DOI: 10.1002/fut.20488

  20. Approximations

    Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators

    Massimo Morini, Pages: 243–286, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467312.ch6