Lattice Methods for No-Arbitrage Pricing of Interest Rate Securities

Journal of Derivatives - United States
doi 10.3905/jod.2010.18.2.007
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Pageant Media US

Related search

Nonparametric Pricing of Interest Rate Derivative Securities

Econometrica
EconomicsEconometrics
1996English

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

SSRN Electronic Journal
2003English

The Analysis of Interest Rate Pricing and Its Impact on P2P Platform in the Scalper Arbitrage Environment

Open Journal of Social Sciences
2018English

Arbitrage Pricing Theory

1987English

Arbitrage Pricing Theory

English

Pricing Interest Rate Caps and Floors Under the Pearson-Sun Interest Rate Model

Applied Mathematical Sciences
Applied Mathematics
2018English

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

SSRN Electronic Journal
2007English

Arbitrage Pricing Theory in International Markets

English

Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate

2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy