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There are 10217 results for: content related to: Interest-Rate Models

  1. Full Term-Structure Interest-Rate Models

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

    Amir Sadr, Pages: 185–200, 2011

    Published Online : 1 DEC 2011, DOI: 10.1002/9781118267967.ch10

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    Index

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: 165–170, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.index

  3. Introduction to the Theory of Lévy Flights

    Anomalous Transport: Foundations and Applications

    Alexei V. Chechkin, Ralf Metzler, Joseph Klafter, Vsevolod Yu. Gonchar, Pages: 129–162, 2008

    Published Online : 30 SEP 2008, DOI: 10.1002/9783527622979.ch5

  4. Lévy Processes and OU Processes

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: 43–71, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.ch5

  5. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

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    Front Matter

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: i–xv, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.fmatter

  7. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  8. Efficient static replication of European options under exponential Lévy models

    Journal of Futures Markets

    Volume 29, Issue 1, January 2009, Pages: 1–15, Akihiko Takahashi and Akira Yamazaki

    Article first published online : 21 NOV 2008, DOI: 10.1002/fut.20339

  9. On Gaussian HJM framework for Eurodollar Futures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 384–401, Balaji Raman and Vladimir Pozdnyakov

    Article first published online : 12 MAY 2010, DOI: 10.1002/asmb.845

  10. Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model

    Journal of Futures Markets

    Volume 21, Issue 7, July 2001, Pages: 655–680, Nusret Cakici and Jintao Zhu

    Article first published online : 17 MAY 2001, DOI: 10.1002/fut.1703

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    The archaeal Hjm helicase has recQ-like functions, and may be involved in repair of stalled replication fork

    Genes to Cells

    Volume 11, Issue 2, February 2006, Pages: 99–110, Ryosuke Fujikane, Hideo Shinagawa and Yoshizumi Ishino

    Article first published online : 4 JAN 2006, DOI: 10.1111/j.1365-2443.2006.00925.x

  12. Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes

    Journal of Futures Markets

    Volume 29, Issue 10, October 2009, Pages: 973–998, Szu-Lang Liao and Pao-Peng Hsu

    Article first published online : 21 JUL 2009, DOI: 10.1002/fut.20396

  13. Stock Price Models Driven by Lévy Processes

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: 73–83, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.ch6

  14. Lévy-based Modelling in Brain Imaging

    Scandinavian Journal of Statistics

    Volume 40, Issue 3, September 2013, Pages: 511–529, KRISTJANA ÝR JÓNSDÓTTIR, ANDERS RØNN-NIELSEN, KIM MOURIDSEN and EVA B. VEDEL JENSEN

    Article first published online : 22 FEB 2013, DOI: 10.1002/sjos.12000

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    References

    Lévy Processes in Finance: Pricing Financial Derivatives

    Wim Schoutens, Pages: 157–164, 2003

    Published Online : 1 SEP 2003, DOI: 10.1002/0470870230.refs

  16. Lévy base correlation

    Wilmott Journal

    Volume 1, Issue 2, April 2009, Pages: 95–100, João Garcia, Serge Goossens, Viktoriya Masol and Wim Schoutens

    Article first published online : 18 MAY 2009, DOI: 10.1002/wilj.6

  17. Pricing foreign equity options under Lévy processes

    Journal of Futures Markets

    Volume 25, Issue 10, October 2005, Pages: 917–944, Shian-Chang Huang and Mao-Wei Hung

    Article first published online : 18 AUG 2005, DOI: 10.1002/fut.20171

  18. New VaR Methods of Non-Gaussian Finance

    VaR Methodology for Non-Gaussian Finance

    Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca, Pages: 63–114, 2013

    Published Online : 6 MAY 2013, DOI: 10.1002/9781118733691.ch4

  19. Beauvoir and the Problem of Racism

    Philosophers on Race: Critical Essays

    Julie K. Ward, Tommy L. Lott, Pages: 260–284, 2007

    Published Online : 13 DEC 2007, DOI: 10.1002/9780470753514.ch14

  20. Minding experience: An exploration of the concept of “experience” in the early French anthropology of Durkheim, Lévy-Bruhl, and Lévi-Strauss

    Journal of the History of the Behavioral Sciences

    Volume 39, Issue 4, Autumn (Fall) 2003, Pages: 365–382, C. Jason Throop

    Article first published online : 30 OCT 2003, DOI: 10.1002/jhbs.10131