SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Interest Rate Models — Theory and Practice · Study

BookInterest Rate Models — Theory and Practice

Unknown author2006

Book2006

Interest Rate Models — Theory and Practice

Unknown author

62 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 62 citations exist upstream.

Cited by

2009Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives 2009A Market Model of Interest Rates with Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies 2009Affine diffusion processes: theory and applications 2015THE MULTI-CURVE POTENTIAL MODEL 2012A mean-reverting SDE on correlation matrices 2010THE DOTHAN PRICING MODEL REVISITED 2016Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models 2016SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST

Details

Year2006

Typebook

Published2006-01-01

VenueSpringer eBooks

Languageen

Citations62

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

openalex_workW4299836367

Links

Imported from OpenAlex (CC0) — nothing here is generated.