Results 121 to 125 of about 826,285 (125)

Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options

2009
Katsumasa Nishide, Masaaki Kijima
exaly  

Estimation for the Time-t Discounted Price of Multiple Defaultable Zero Coupon Bond

Communications for Statistical Applications and Methods, 2009
exaly  

Default probability of multiperiods coupon bond based on classical approach

2015
Dedi Rosadi, Di Asih I Maruddani
exaly  

Pricing Longevity Bonds using a Generalised Vasicek Term Structure Model with Correlated Mortality and Interest Rates

International Journal of Bonds and Derivatives
Dennis Ikpe
exaly  

Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions

Mathematical Methods in the Applied Sciences, 2008
exaly