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There are 7199879 results for: content related to: The Term Structure of Interest Rates

  1. Real world pricing and affine representation for forward contracts

    Wilmott Journal

    Volume 2, Issue 1, February 2010, Pages: 35–59, M'hamed Eddahbi and Yassine El Qalli

    Version of Record online : 1 APR 2010, DOI: 10.1002/wilj.29

  2. Tree Pricing of Bonds and Interest Rate Derivatives: I

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

    Don M. Chance, Pages: 297–300, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch60

  3. Theories of the Term Structure: I

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

    Don M. Chance, Pages: 273–277, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch56

  4. The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 658–685, Manfred Frühwirth, Paul Schneider and Leopold Sögner

    Version of Record online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2009.00503.x

  5. ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL

    Mathematical Finance

    Volume 23, Issue 4, October 2013, Pages: 659–686, Andrea Gombani and Wolfgang J. Runggaldier

    Version of Record online : 19 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00527.x

  6. Term-structure estimation in markets with infrequent trading

    International Journal of Finance & Economics

    Volume 12, Issue 4, October 2007, Pages: 353–369, Gonzalo Cortazar, Eduardo S. Schwartz and Lorenzo F. Naranjo

    Version of Record online : 9 MAR 2007, DOI: 10.1002/ijfe.317

  7. 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

    Version of Record online : 17 MAY 2001, DOI: 10.1002/fut.1703

  8. BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION

    Journal of Financial Research

    Volume 10, Issue 3, Fall 1987, Pages: 191–209, Gerald O. Bierwag

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1987.tb00491.x

  9. No-Arbitrage Models of the Term Structure: Ho-Lee and Heath-Jarrow-Morton

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

    Don M. Chance, Pages: 291–295, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch59

  10. The Term Structure of Interest Rates

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 105–145, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch4

  11. GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY

    Mathematical Finance

    Volume 22, Issue 1, January 2012, Pages: 185–213, Verena Goldammer and Uwe Schmock

    Version of Record online : 22 NOV 2010, DOI: 10.1111/j.1467-9965.2010.00459.x

  12. Theories of the Term Structure: II

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

    Don M. Chance, Pages: 279–283, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch57

  13. Minimizing the Risk of a Financial Product Using a Put Option

    Journal of Risk and Insurance

    Volume 77, Issue 4, December 2010, Pages: 767–800, Griselda Deelstra, Michèle Vanmaele and David Vyncke

    Version of Record online : 15 NOV 2010, DOI: 10.1111/j.1539-6975.2010.01365.x

  14. Terms Structure of Interest Rates and Implicit Options: The Case of Japanese Bond Futures

    Journal of Business Finance & Accounting

    Volume 24, Issue 5, June 1997, Pages: 593–614, Shang-Wu Yu

    Version of Record online : 4 MAR 2003, DOI: 10.1111/1468-5957.00123

  15. The Valuation of Interest Rate Digital Options and Range Notes Revisited

    European Financial Management

    Volume 5, Issue 3, November 1999, Pages: 425–440, Patrick Navatte and François Quittard-Pinon

    Version of Record online : 16 DEC 2002, DOI: 10.1111/1468-036X.00103

  16. Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds

    European Financial Management

    Volume 3, Issue 3, November 1997, Pages: 269–292, Daniel Sommer

    Version of Record online : 16 DEC 2002, DOI: 10.1111/1468-036X.00044

  17. Tree Pricing of Bonds and Interest Rate Derivatives: IV

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

    Don M. Chance, Pages: 313–317, 2011

    Published Online : 20 DEC 2011, DOI: 10.1002/9781118266885.ch63

  18. Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach

    Accounting & Finance

    Volume 43, Issue 2, July 2003, Pages: 231–259, Sirimon Treepongkaruna and Stephen Gray

    Version of Record online : 28 MAY 2003, DOI: 10.1111/1467-629X.00090

  19. Term Structure of Interest Rates and Interest Rate Derivatives

    Stochastic Simulation and Applications in Finance with MATLAB Programs

    Huu Tue Huynh, Van Son Lai, Issouf Soumaré, Pages: 221–246, 2012

    Published Online : 24 MAY 2012, DOI: 10.1002/9781118467374.ch11

  20. The Dynamic Term Structure Model

    Chapter

    Encyclopedia of Financial Models

    David Audley, Richard Chin, Peter C. L. Lin and Shrikant Ramamurthy

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0124