Chapter 9 Term structure of interest rates and the pricing of fixed income claims and bonds-Reference-Cited by-同舟云学术

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Chapter 9 Term structure of interest rates and the pricing of fixed income claims and bonds

Published:1995 Issue: Volume: Page:273-314
ISSN:0927-0507
Container-title:Handbooks in Operations Research and Management Science
language:
Short-container-title:

Author:

Marsh Terry A.

Publisher

Elsevier

Reference137 articles.

1. Nonparametric pricing of interest rate derivative securities;Ait-Sahalia,1992

2. Implied volatility functions in arbitrage-free term structure models;Amin,1993

3. Prices for state-contingent claims: Some estimates, and applications;Banz;J. Bus.,1978

4. Time variation in the modes of fluctuation of the Treasury yield curve;Baron,1989

5. Corrections, and additions to ‘A nonlinear equilibrium model of the term structure of interest rates’;Beaglehole;J. Financ. Econ.,1991

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1. Efficient Factor Models For Yield Curve Dynamics;North American Actuarial Journal;2004-10

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