Search Results

There are 1316846 results for: content related to: References

  1. Option Pricing Theory: Historical Perspectives

    Standard Article

    Encyclopedia of Quantitative Finance

    Robert A. Jarrow

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf01014

  2. Review of Synthesis of No-arbitrage Gaussian Term Structure Models

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 19, Issue 2, June 2002, Pages: 184–196, San-Lin Chung

    Version of Record online : 8 APR 2009, DOI: 10.1111/j.1936-4490.2002.tb00679.x

  3. You have free access to this content
    Bibliography

    Advanced Financial Risk Management, Second Edition: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

    Donald R. van Deventer, Kenji Imai, Mark Mesler, Pages: 809–817, 2013

    Published Online : 7 FEB 2013, DOI: 10.1002/9781118597217.biblio

  4. International evidence on alternative models of the term structure of volatilities

    Journal of Futures Markets

    Volume 29, Issue 7, July 2009, Pages: 653–683, Antonio Díaz, Vicente Meneu and Eliseo Navarro

    Version of Record online : 6 APR 2009, DOI: 10.1002/fut.20377

  5. Interest-Rate Modelling

    Fixed Income Markets: Management, Trading, Hedging, Second Edition

    Moorad Choudhry, David Moskovic, Max Wong, Suleman Baig, Zhuoshi Liu, Michele Lizzio, Alexandru Voicu, Pages: 89–104, 2014

    Published Online : 20 JUN 2014, DOI: 10.1002/9781118638330.ch4

  6. Continuous-Time Methods in Finance: A Review and an Assessment

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1569–1622, Suresh M. Sundaresan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00261

  7. You have free access to this content
    References

    Fixed Income Securities and Derivatives Handbook, Second Edition

    Moorad Choudhry, Pages: 451–462, 2012

    Published Online : 7 SEP 2012, DOI: 10.1002/9781118531976.refs

  8. Pricing Options on Interest Rate Instruments

    Chapter

    Encyclopedia of Financial Models

    Radu Tunaru and Brian Eales

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0036

  9. Pricing Options on Interest Rate Instruments

    Chapter

    Handbook of Finance

    Radu Tunaru and Brian Eales

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003046

  10. A two-mean reverting-factor model of the term structure of interest rates

    Journal of Futures Markets

    Volume 23, Issue 11, November 2003, Pages: 1075–1105, Manuel Moreno

    Version of Record online : 4 SEP 2003, DOI: 10.1002/fut.10088

  11. Credit Spreads Between German and Italian Sovereign Bonds: Do One-Factor Affine Models Work?

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 17, Issue 2, June 2000, Pages: 166–179, Klaus Düllmann and Marc Windfuhr

    Version of Record online : 8 APR 2009, DOI: 10.1111/j.1936-4490.2000.tb00217.x

  12. Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates

    Mathematical Finance

    Volume 14, Issue 1, January 2004, Pages: 49–78, Viatcheslav Gorovoi and Vadim Linetsky

    Version of Record online : 24 DEC 2003, DOI: 10.1111/j.0960-1627.2004.00181.x

  13. A simple approach to bond option pricing

    Journal of Futures Markets

    Volume 17, Issue 2, April 1997, Pages: 131–160, Jason Z. Wei

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199704)17:2<131::AID-FUT1>3.0.CO;2-K

  14. Pricing caps and floors with the extended CIR model

    International Journal of Finance & Economics

    Volume 13, Issue 4, October 2008, Pages: 386–400, Antonio Mannolini, Carlo Mari and Roberto Renò

    Version of Record online : 9 JUL 2008, DOI: 10.1002/ijfe.369

  15. 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

  16. Bede, iconoclasm and the Temple of Solomon

    Early Medieval Europe

    Volume 21, Issue 4, November 2013, Pages: 390–421, Peter Darby

    Version of Record online : 10 OCT 2013, DOI: 10.1111/emed.12024

  17. Closed-Form Mortgage Valuation Using Reduced-Form Model

    Real Estate Economics

    Volume 36, Issue 2, Summer 2008, Pages: 313–347, Szu-Lang Liao, Ming-Shann Tsai and Shu-Ling Chiang

    Version of Record online : 1 MAY 2008, DOI: 10.1111/j.1540-6229.2008.00215.x

  18. EXACT FORMULAS FOR PRICING BONDS AND OPTIONS WHEN INTEREST RATE DIFFUSIONS CONTAIN JUMPS

    Journal of Financial Research

    Volume 28, Issue 3, September 2005, Pages: 319–341, John D. Finnerty

    Version of Record online : 28 JUL 2005, DOI: 10.1111/j.1475-6803.2005.00127.x

  19. 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

    Version of Record online : 12 MAY 2010, DOI: 10.1002/asmb.845

  20. GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES

    Mathematical Finance

    Volume 6, Issue 3, July 1996, Pages: 331–340, Robert Goldstein and Fernando Zapatero

    Version of Record online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1996.tb00120.x