OIS Discounting and the Pricing of Interest Rate Derivatives-Reference-Cited by-同舟云学术

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OIS Discounting and the Pricing of Interest Rate Derivatives

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Hull John C.,White Alan

Publisher

Elsevier BV

Reference15 articles.

1. Two Curves, One Price;Marco Bianchetti;Risk,2010

2. The pricing of Commodity Contracts;Fischer Black;Journal of Financial Economics,1976

3. Bond and Option Pricing When Short Rates Are Lognormal;Fischer Black;Financial Analysts Journal,1991

4. Pricing Interest Rate Derivatives;John Hull;Review of Financial Studies,1990

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Yield Curve Fitting with Artificial Intelligence: A Comparison of Standard Fitting Methods with AI Algorithms;SSRN Electronic Journal;2017

2. Derivatives Pricing after the 2007-2008 Crisis: How the Crisis Changed the Pricing Approach;SSRN Electronic Journal;2014

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