Found 12 Documents (Results 1–12)
Risk measures and behaviors for bonds under stochastic interest rate models. (English) Zbl 1255.91417
MSC:
91G30
91B30
A numerical approach to obtain the yield curves with different risk-neutral drifts. (English) Zbl 1235.91167
A numerical method for pricing spread options on LIBOR rates with a PDE model. (English) Zbl 1205.91170
A model for pricing real estate derivatives with stochastic interest rates. (English) Zbl 1185.91173
Risk-neutral valuation with infinitely many trading dates. (English) Zbl 1140.91036
Reviewer: T. Postelnicu (Bucureşti)
Testing the capital asset pricing model with local maximum likelihood methods. (English) Zbl 1142.91461
A testable version of the Pareto-Stable CAPM. (English) Zbl 1014.91047
MSC:
91B28
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