Factor Dependence and Estimation Risk for Cap-Related Interest Rate Exotics.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 74, doi. 10.3905/jfi.2006.627842
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2006 AND VI 15 AND IP 4
Results: 7
1
2
Additional Analytical Approximizations of the Term Structure and Distributional Assumptions for Jump-Diffusion Processes.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 61, doi. 10.3905/jfi.2006.627840
- By:
- Publication type:
- Article
3
Bond Portfolio Optimization: A Risk-Return Approach.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 48, doi. 10.3905/jfi.2006.627839
- By:
- Publication type:
- Article
4
The Term Structure of Mortgage Rates: Citigroup's MOATS Model.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 34, doi. 10.3905/jfi.2006.627837
- By:
- Publication type:
- Article
5
Profiting from Mean-Reverting Yield Curve Trading Strategies.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 20, doi. 10.3905/jfi.2006.627836
- By:
- Publication type:
- Article
6
Replicating Bond Indices With Liquid Derivatives.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 7, doi. 10.3905/jfi.2006.627827
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2006, v. 15, n. 4, p. 2
- By:
- Publication type:
- Article