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Modeling Fixed Income Securities and Interest Rate Options最新文献

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The Classical Approach 经典方法
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-3
R. Jarrow
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引用次数: 0
The Expectations Hypothesis 期望假说
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1007/0-387-26336-5_797
R. Jarrow
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引用次数: 0
Bond Trading Strategies – An Example 债券交易策略-一个例子
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-8
R. Jarrow
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引用次数: 0
Swaps, Caps, Floors, and Swaptions 交换，上限，下限和交换
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-14
R. Jarrow
{"title":"Swaps, Caps, Floors, and Swaptions","authors":"R. Jarrow","doi":"10.1201/9780429432842-14","DOIUrl":"https://doi.org/10.1201/9780429432842-14","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"336 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120881895","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Traded Securities 证券交易
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-2
R. Jarrow
{"title":"Traded Securities","authors":"R. Jarrow","doi":"10.1201/9780429432842-2","DOIUrl":"https://doi.org/10.1201/9780429432842-2","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128210282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Coupon Bonds 息债券
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-11
R. Jarrow
{"title":"Coupon Bonds","authors":"R. Jarrow","doi":"10.1201/9780429432842-11","DOIUrl":"https://doi.org/10.1201/9780429432842-11","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131853781","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Continuous-Time Limits 连续时间的限制
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-16
R. Jarrow
{"title":"Continuous-Time Limits","authors":"R. Jarrow","doi":"10.1201/9780429432842-16","DOIUrl":"https://doi.org/10.1201/9780429432842-16","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124105894","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Interest Rate Exotics 利率异域
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-15
R. Jarrow
{"title":"Interest Rate Exotics","authors":"R. Jarrow","doi":"10.1201/9780429432842-15","DOIUrl":"https://doi.org/10.1201/9780429432842-15","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125240418","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Parameter Estimation 参数估计
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-17
R. Jarrow
{"title":"Parameter Estimation","authors":"R. Jarrow","doi":"10.1201/9780429432842-17","DOIUrl":"https://doi.org/10.1201/9780429432842-17","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122672074","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Options on Bonds 债券期权
Modeling Fixed Income Securities and Interest Rate Options Pub Date : 2019-09-17 DOI: 10.1201/9780429432842-12
R. Jarrow
{"title":"Options on Bonds","authors":"R. Jarrow","doi":"10.1201/9780429432842-12","DOIUrl":"https://doi.org/10.1201/9780429432842-12","url":null,"abstract":"","PeriodicalId":269339,"journal":{"name":"Modeling Fixed Income Securities and Interest Rate Options","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114076267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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