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1

An equilibrium characterization of the term structure

Oldrich Vasicek

Journal:

Journal of Financial Economics

Year:

1977

Language:

english

File:

PDF, 616 KB

english, 1977

2

A Risk Minimizing Strategy for Portfolio Immunization

Fong, H. Gifford, Vasicek, Oldrich A.

Journal:

The Journal of Finance

Year:

1984

Language:

english

File:

PDF, 181 KB

english, 1984

3

Fixed–income volatility management

Fong, H. Gifford, Vasicek, Oldrich A

Journal:

The Journal of Portfolio Management

Year:

1991

Language:

english

File:

PDF, 496 KB

english, 1991

4

The Heath, Jarrow, Morton Model

Oldrich Alfons Vasicek

Journal:

Year:

2007

Language:

english

File:

PDF, 68 KB

english, 2007

5

The Efficient Market Model

Oldrich A. Vasicek and John A. McQuown

Journal:

Financial Analysts Journal

Year:

1972

Language:

english

File:

PDF, 2.00 MB

english, 1972

6

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || The Economics of Interest Rates

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 183 KB

english, 2015

7

Bond performance

Fong, H. Gifford, Pearson, Charles, Vasicek, Oldrich A

Journal:

The Journal of Portfolio Management

Year:

1983

Language:

english

File:

PDF, 904 KB

english, 1983

8

A Note on Using Cross-Sectional Information in Bayesian Estimation of Security Betas

Vasicek, Oldrich A.

Journal:

The Journal of Finance

Year:

1973

Language:

english

File:

PDF, 220 KB

english, 1973

9

Forecast-Free International Asset Allocation

H. Gifford Fong and Oldrich A. Vasicek

Journal:

Financial Analysts Journal

Year:

1989

Language:

english

File:

PDF, 763 KB

english, 1989

10

A Test for Normality Based on Sample Entropy

Oldrich Vasicek

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1976

Language:

english

File:

PDF, 612 KB

english, 1976

11

Term Structure Modeling Using Exponential Splines

VASICEK, OLDRICH A., FONG, H. GIFFORD

Journal:

The Journal of Finance

Year:

1982

Language:

english

File:

PDF, 544 KB

english, 1982

12

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || An Equilibrium Characterization of the Term Structure

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 140 KB

english, 2015

13

A Multidimensional Framework for Risk Analysis

Fong, Gifford, Vasicek, Oldrich A.

Journal:

Financial Analysts Journal

Year:

1997

Language:

english

File:

PDF, 239 KB

english, 1997

14

The Tradeoff between Return and Risk in Immunized Portfolios

H. Gifford Fong and Oldrich Vasicek

Journal:

Financial Analysts Journal

Year:

1983

Language:

english

File:

PDF, 1000 KB

english, 1983

15

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Credit Valuation

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 120 KB

english, 2015

16

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Probability of Loss on Loan Portfolio

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 89 KB

english, 2015

17

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Loan Portfolio Value

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 254 KB

english, 2015

18

General equilibrium with heterogeneous participants and discrete consumption times

Vasicek, Oldrich Alfons

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 341 KB

english, 2013

19

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Part Four: Credit

Vasicek, Oldrich A

Year:

2015

File:

PDF, 71 KB

2015

20

The Tradeoff between Return and Risk in Immunized Portfolios

Fong, H. Gifford, Vasicek, Oldrich

Journal:

Financial Analysts Journal

Year:

1983

Language:

english

File:

PDF, 1.07 MB

english, 1983

21

The economics of interest rates

Oldrich Alfons Vasicek

Journal:

Journal of Financial Economics

Year:

2005

Language:

english

File:

PDF, 237 KB

english, 2005

22

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) ||

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 4.57 MB

english, 2015

23

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Introduction to Part I

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 73 KB

english, 2015

24

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Monotone Measures of Ergodicity for Markov Chains

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 148 KB

english, 2015

25

A Conditional Law of Large Numbers

Oldrich Alfonso Vasicek

Journal:

The Annals of Probability

Year:

1980

Language:

english

File:

PDF, 409 KB

english, 1980

26

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Independence of Production and Technology Risks

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 96 KB

english, 2015

27

Risk-neutral economy and zero price of risk

Oldrich Alfons Vasicek

Journal:

Mathematics and Financial Economics

Year:

2014

Language:

english

File:

PDF, 193 KB

english, 2014

28

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Risk-Neutral Economy and Zero Price of Risk

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 158 KB

english, 2015

29

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || The Liquidity Premium

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 87 KB

english, 2015

30

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Limiting Loan Loss Probability Distribution

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 66 KB

english, 2015

31

The Efficent Market Model

Vasicek, Oldrich A., McQuown, John A.

Journal:

Financial Analysts Journal

Year:

1972

Language:

english

File:

PDF, 2.09 MB

english, 1972

32

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Part Six: Probability Theory and Statistics

Vasicek, Oldrich A

Year:

2015

File:

PDF, 64 KB

2015

33

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Pricing of Energy Derivatives

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 97 KB

english, 2015

34

Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981 || Term Structure Modeling Using Exponential Splines

Oldrich A. Vasicek and H. Gifford Fong

Journal:

The Journal of Finance

Year:

1982

Language:

english

File:

PDF, 261 KB

english, 1982

35

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || A Risk Minimizing Strategy for Portfolio Immunization

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 132 KB

english, 2015

36

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || A Note on Using Cross-sectional Information in Bayesian Estimation of Security Betas

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 129 KB

english, 2015

37

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || An Inequality for the Variance of Waiting Time under a General Queueing Discipline

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 128 KB

english, 2015

38

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Credit Superquant

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 86 KB

english, 2015

39

Technical Note—An Inequality for the Variance of Waiting Time under a General Queuing Discipline

Vasicek, Oldrich A.

Journal:

Operations Research

Year:

1977

Language:

english

File:

PDF, 535 KB

english, 1977

40

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Introduction to Part II

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 73 KB

english, 2015

41

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Term Structure Modeling Using Exponential Splines

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 158 KB

english, 2015

42

The Tradeoff between Return and Risk in Immunized Portfolios

Fong, H. Gifford, Vasicek, Oldrich

Journal:

Financial Analysts Journal

Year:

1983

File:

PDF, 1.07 MB

1983

43

[ACM Press the 6th conference - San Francisco, CA (1973.01.17-1973.01.19)] Proceedings of the 6th conference on Winter simulation - WSC '73 - Distribution combining program

Vasicek, Oldrich A.

Year:

1973

Language:

english

File:

PDF, 26 KB

english, 1973

44

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Introduction to Part V

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 93 KB

english, 2015

45

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || About the Author

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 53 KB

english, 2015

46

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || The Efficient Market Model

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 280 KB

english, 2015

47

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Index

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 124 KB

english, 2015

48

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Bond Performance: Analyzing Sources of Return

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 134 KB

english, 2015

49

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || Part Two: Term Structure of Interest Rates

Vasicek, Oldrich A

Year:

2015

File:

PDF, 70 KB

2015

50

Finance, Economics and Mathematics (Vasicek/Finance, Economics and Mathematics) || The Best-Return Strategy

Vasicek, Oldrich A

Year:

2015

Language:

english

File:

PDF, 144 KB

english, 2015

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