A review of no arbitrage interest rate models
|
2002 |
Buetow, Gerald W. |
Fitting the term structure of interest rates using the cubic spline methodology
|
2002 |
Pienaar, Rod |
Measuring and forecasting yield volatility
|
2002 |
Fabozzi, Frank J. |
The four faces of an interest rate model
|
2002 |
Fitton, Peter |
An introductory guide to analyzing and interpreting the yield curve
|
2002 |
Choudhry, Moorad |
Multi-factor risk models and their applications
|
2002 |
Dynkin, Lev |
Understanding the building blocks for OAS models
|
2002 |
Obazee, Philip O. |
Monte Carlo simulation/OAS approach to valuing residential real estate-backed securities
|
2002 |
Fabozzi, Frank J. |
The effect of mean reversion on the valuation of embedded options and OAS
|
2002 |
Audley, David |
A practical guide to swap curve construction
|
2002 |
Ron, Uri |
Term structure factor models
|
2002 |
Kuberek, Robert C. |
Measuring plausibility of hypothetical interest rate shocks
|
2002 |
Golub, Bennett W. |
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
|
2002 |
Fabozzi, Frank J. |
Using the lattice model to value forward start swaps and swaptions
|
2002 |
Buetow, Gerald W. |
Interest rate models
|
2002 |
Cheyette, Oren |
Term structure modeling
|
2002 |
Audley, David |
Yield curves and valuation lattices: a primer
|
2002 |
Fabozzi, Frank J. |
Valuing path-dependent securities
|
2002 |
Howard, G. Douglas |
Mortgage pricing on low-dimensional grids
|
2002 |
Levin, Alexander |