HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets-Reference-Cited by-同舟云学术

HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets

Published:2007 Issue: Volume: Page:1-50
ISSN:0075-8434
Container-title:Paris-Princeton Lectures on Mathematical Finance 2004
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Author:

Carmona René A.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-540-73327-0_1.pdf

Reference44 articles.

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3. . N. Bennani, The forward loss model: a dynamic term structure approach for the pricing of portfolios of credit derivatives, Tech. report, November 2005.

4. D. Blackwell, Equivalent comparisons of experiments, Annals of Mathematical Statistics 24 (1953),265-272.

5. . H. Buehler, Consistent variance curve models, Tech. report, 2007.

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