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Jackknifing Bond Option Prices.pdf
Jackknifing
862.6 KB
2014-8-29

Pricing Stock and Bond Options when the Default-Free Rate is Stochastic.pdf
818.69 KB
2011-11-12

7.rar
本附件包括：
- THE RELATIONSHIP BETWEEN CREDIT DEFAULT SWAP SPREADS, BOND YIELDS, AND CREDIT RATING ANNOUNCEMENTS.pdf
- The Term Structure of Volatility Implied by Foreign Exchange Options.pdf
- The Trade Performance of Bangladesh in Clothing.pdf
- The Use of the Control Variate Technique in Option Pricing.pdf
- THE VALUATION OF CREDIT DEFAULT SWAP OPTIONS.pdf
- The Valuation of Options on Futures Contracts.pdf
- Time-Dependent Variance and the Pricing of Bond Options.pdf
- Two-State Option Pricing.pdf
- Valuation of Foreign Currency Options Some Empirical Tests.pdf
- Value at Risk An Approach to Calculating Market Risk.pdf
- Value at Risk for Interst Rate-Dependent Securities.pdf
- VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
- VALUING CREDIT DEFAULT SWAPS I NO COUNTERPARTY DEFAULT RISK.pdf
- VALUING CREDIT DEFAULT SWAPS IIMODELING DEFAULT CORRELATIONS.pdf
- Valuing Derivative Securities Using the Explicit Finite Difference Method.pdf
- Volatility SurfacesTheory, Rules of Thumb, and Empirical Evidence.pdf
- When does resale restriction make sense to the value of stocks.pdf
- Writing Tips for Ph. D. Students.pdf
4.25 MB
2010-4-23

5.rar
本附件包括：
- An Equilibrium Model of Bond Pricing and a Test of Market Efficiency.pdf
- An Exact Bond Option Formula.pdf
- An Intertemporal General Equilibrium Model of Asset Prices1985.pdf
- Bond Pricing and the Term Structure of Interest Rates A Discrete Time Approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates A New Methodology for Contingent Claims Valuation.pdf
- Consumption-Based Asset Pricing.pdf
- discount with varying expected returns.pdf
- Empirical Performance of Alternative Option Pricing Models.pdf
- Financial Markets and the Real Economy.pdf
- FORWARD RATE VOLATILITIES, SWAP RATE VOLATILITIES,AND THE IMPLEMENTATION OF THE LIBOR MARKET MODEL.pdf
- Generalized HW model and Super Calibration.pdf
- hansen richard econometrica.pdf
- LINEST in Excel.pdf
- Multi-Period Market Asset PricingEquilibrium.pdf
- Valuation of a CDO and an nth to Default CDS Without Monte Carlo Simulation.pdf
- Valuation of Foreign Currency Options Some Empirical Tests.pdf
- Value at Risk An Approach to Calculating Market Risk.pdf
- Value at Risk for Interst Rate-Dependent Securities.pdf
- VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
11.2 MB
2010-4-23

Asset Pricing1.rar
本附件包括：
- Martingales and Stochastic Integrals in the Theory of Continuous Trading.pdf
- A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options.pdf
- A stochastic calculus model of continuous trading.pdf
- A stochastic calculus model of continuous trading_ complete markets.pdf
- A Stochastic Calculus Model of Continuous Trading_Optimal Portfolios.pdf
- A Theory of the Term Structure of Interest Rates.pdf
- a variational problem arising in financial economics.pdf
- An equilibrium characterization of the term structure.pdf
- An intertemporal asset pricing model with stochastic consumption and investment opportunities.pdf
- an intertemporal capital asset pricing model.pdf
- Arbitrage in fractional Brownian motion models.pdf
- Arbitrage with Fractional Brownian Motion.pdf
- Bond Pricing and the Term Structure of Interest Rates.pdf
- Bond pricing and the term structure of interest rates_ a discrete time approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates_A Discrete Time Approximation.pdf
- Bond Pricing and the Term Structure of Interest Rates_A New Methodology for Contingent Claims Valuation.pdf
- Capital Asset Prices.pdf
- Capital Market Equilibrium with Restricted Borrowing.pdf
- Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
- Comments on the life and mathematical legacy of Wolfgang Doeblin.pdf
- Common risk factors in the returns on stocks and bonds.pdf
- Efficient Capital Markets and Martingales.pdf
- Erratum.pdf
- Existence of an Equilibrium for a Competitive Economy.pdf
- Forward contracts and futures contracts.pdf
- From Discrete- to Continuous-Time Finance.pdf
- Lifetime portfolio selection under uncertainty_The continuous-time case.pdf
- Liquitidty Preference as behavior towards risk.pdf
- Martingales and arbitrage in multiperiod security markets.pdf
34.65 MB
2009-12-13

Pricing of bond options Unspanned stochastic volatility and random field models.pdf
1.49 MB
2009-11-27

Pricing of Bond Options.rar
1.58 MB
2009-6-19

312570.pdf
[下载]Pricing of Bond Options
1.49 MB
2009-4-7

111675.zip
国外论文：Simulating American Bond Options in an HJM Framework
本附件包括：
- hjm.ps
151.53 KB
2007-4-28