Results 111 to 120 of about 826,285 (125)

Price of coupon bond options in a quantum field theory of forward interest rates

Physica A: Statistical Mechanics and Its Applications, 2006
Belal E Baaquie
exaly  

PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS

Mathematical Finance, 2006
Antoon Pelsser
exaly  

An inverse problem arisen in the zero-coupon bond pricing

Nonlinear Analysis: Real World Applications, 2010
Deng Zui-Cha, Jian-Ning Yu
exaly  

Zero-Coupon, Forward, and Par Yield Curves for the Nigerian Bond Market

SAGE Open, 2019
Víctor Lartey
exaly  

Pricing American interest rate option on zero-coupon bond numerically

Applied Mathematics and Computation, 2006
exaly  

Corporate bond coupon prediction based on deep learning

International Journal of General Systems
Lifen Jia
exaly  

Calibration of short rate term structure models from bid–ask coupon bond prices

Physica A: Statistical Mechanics and Its Applications, 2018
Henryk Gzyl, Silvia Mayoral
exaly  

Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing

Mathematical and Computer Modelling, 2011
Tatiana Chernogorova
exaly  

The Issues and Improvement Plans of Pricing and Accounting of the Structured Derivatives : The Case of Zero-Coupon Callable Bond

Journal of Derivatives and Quantitative Studies, 2018
exaly  

PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS

Mathematical Finance, 2002
exaly