4

Are interest rate options important for the assessment of interest rate risk?

Year:
2009
Language:
english
File:
PDF, 1.32 MB
english, 2009
8

Identifying volatility risk premia from fixed income Asian options

Year:
2009
Language:
english
File:
PDF, 594 KB
english, 2009
10

Term structure movements implicit in Asian option prices

Year:
2012
Language:
english
File:
PDF, 1.69 MB
english, 2012
11

Economic Implications of Nonlinear Pricing Kernels

Year:
2016
Language:
english
File:
PDF, 425 KB
english, 2016
33

A Hybrid Spline-Based Parametric Model for the Yield Curve

Year:
2017
Language:
english
File:
PDF, 2.25 MB
english, 2017
45

Do interest rate options contain information about excess returns?

Year:
2011
Language:
english
File:
PDF, 464 KB
english, 2011