المؤلفون: Alexander Garcia Gaona, Robinson, Andres Zapata Quimbayo, Carlos

المصدر: International Journal of Electrical and Computer Engineering (IJECE), 14(1), 566-573, (2024-02-01)

مصطلحات موضوعية: Bond prices, Forward interest rate, Interest rate models, Spot interest rate, Yield curve structure

Relation: oai:zenodo.org:10457713

الاتاحة: https://doi.org/10.11591/ijece.v14i1.pp566-573

المؤلفون: Albeverio, Sergio, Marinelli, Carlo, Mastrogiacomo, Elisa

المساهمون: Albeverio, Sergio, Marinelli, Carlo, Mastrogiacomo, Elisa

مصطلحات موضوعية: Singular perturbation, Asymptotic expansion, Stochastic PDE, Interest rate models

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000914679600010; volume:342; firstpage:282; lastpage:324; numberofpages:43; journal:JOURNAL OF DIFFERENTIAL EQUATIONS; https://hdl.handle.net/11383/2144651; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85139722048

الاتاحة: https://hdl.handle.net/11383/2144651
https://doi.org/10.1016/j.jde.2022.09.037

المؤلفون: Albeverio, S, Marinelli, C, Mastrogiacomo, E

المصدر: Journal of Differential Equations , 342 pp. 282-324. (2023)

مصطلحات موضوعية: Singular perturbations, Asymptotic expansions, Stochastic PDE, Interest rate models

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10158141/1/1-s2.0-S0022039622005691-main.pdf; https://discovery.ucl.ac.uk/id/eprint/10158141/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10158141/1/1-s2.0-S0022039622005691-main.pdf
https://discovery.ucl.ac.uk/id/eprint/10158141/

المؤلفون: Muhammad Sheraz, Vasile Preda, Silvia Dedu

المصدر: AIMS Mathematics, Vol 5, Iss 1, Pp 300-310 (2020)

مصطلحات موضوعية: entropy, minimal entropy martingale, interest rate models, semi-markov processes, risk neutral density, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.aimspress.com/article/10.3934/math.2020020/fulltext.html; https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/3d8875c527ef45dda011169ecab3cc4f

المؤلفون: Berninger, Christoph, Stöcker, Almond, Rügamer, David

مصطلحات موضوعية: ddc:519, Bayesian time‐varying autoregressive models, Gibbs sampler, interest rate models, long run regularization, MCMC metropolis‐Hastings

Relation: Journal: Journal of Forecasting; Volume: 41; Year: 2021; Issue: 1; Pages: 181-200; http://hdl.handle.net/10419/284759

الاتاحة: http://hdl.handle.net/10419/284759
https://doi.org/10.1002/for.2802

المؤلفون: Palapies, Lars

المصدر: South African Statistical Journal; Vol. 55 No. 2 (2021); 109-123 ; 0038-271X

مصطلحات موضوعية: Interest rate models, Stochastic processes, Swaption pricing

وصف الملف: application/pdf

Relation: http://www.journals.ac.za/index.php/sasj/article/view/4943/3107; http://www.journals.ac.za/index.php/sasj/article/view/4943

الاتاحة: http://www.journals.ac.za/index.php/sasj/article/view/4943
https://doi.org/10.37920/sasj.2021.55.2.2

المؤلفون: 최병선

مصطلحات موضوعية: 이자율 모형, Interest Rate Models, 기간구조모형, term structure model

Relation: https://hdl.handle.net/10371/176773

الاتاحة: https://hdl.handle.net/10371/176773

المؤلفون: von Sydow, Gustaf

مصطلحات موضوعية: Parameter estimation, interest rate models, stochastic differential equations, Fokker–Planck equation, weak formulation, Gaussian radial basis functions, Computational Mathematics, Beräkningsmatematik

وصف الملف: application/pdf

Relation: U.U.D.M. project report; 2024:4

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-527839

المؤلفون: Rebonato, Riccardo

المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2004 Mar 01. 460(2043), 667-728.

URL الوصول: https://www.jstor.org/stable/4143182

المؤلفون: Filipović, Damir

المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2004 Jan 01. 460(2041), 129-167.

URL الوصول: https://www.jstor.org/stable/4143097

المؤلفون: Brody, Dorje C., Hughston, Lane P.

المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2004 Jan 01. 460(2041), 85-110.

URL الوصول: https://www.jstor.org/stable/4143095

المؤلفون: Kou, S. G.

المصدر: Management Science, 2002 Aug 01. 48(8), 1086-1101.

URL الوصول: https://www.jstor.org/stable/822677

المؤلفون: Brody, Dorje C., Hughston, Lane P.

المصدر: Proceedings: Mathematical, Physical and Engineering Sciences, 2001 Jun 01. 457(2010), 1343-1363.

URL الوصول: https://www.jstor.org/stable/3067288

المؤلفون: Glasserman, Paul, Wang, Hui

المصدر: Advances in Applied Probability, 2000 Jun 01. 32(2), 540-563.

URL الوصول: https://www.jstor.org/stable/1428203

المؤلفون: Hambouri, Zaphiro

مصطلحات موضوعية: 332, Bonds, Interest rate models

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312022

المؤلفون: baker, H. Kent, author, Filbeck, Greg, author, Spieler, Andrew C., author

المصدر: Debt Markets and Investments, 2019.

الاتاحة: https://doi.org/10.1093/oso/9780190877439.003.0001

المؤلفون: Hatgioannides, John

مصطلحات موضوعية: 330, Interest rate models, Stock prices

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.244543

المؤلفون: Agić-Šabeta Elma

المصدر: Business Systems Research, Vol 7, Iss 1, Pp 59-80 (2016)

مصطلحات موضوعية: investments, portfolio insurance, constant proportion portfolio insurance, monte carlo simulations, interest rate models, c15, g12, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1847-9375

URL الوصول: https://doaj.org/article/707f00fe12984293926a3b12bce73c97

المؤلفون: Houda, Mohamad, Lescot, Paul

المساهمون: Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0219-4937 ; Stochastics and Dynamics ; https://hal.science/hal-02336936 ; Stochastics and Dynamics, In press, 19 (6), pp.1950047. ⟨10.1142/S0219493719500473⟩.

مصطلحات موضوعية: interest rate models, Bessel processes, Bernstein processes, heat equation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-02336936; https://hal.science/hal-02336936; https://hal.science/hal-02336936/document; https://hal.science/hal-02336936/file/LHv2.pdf

الاتاحة: https://hal.science/hal-02336936
https://hal.science/hal-02336936/document
https://hal.science/hal-02336936/file/LHv2.pdf
https://doi.org/10.1142/S0219493719500473

المؤلفون: Bakshi, Gurdip, Crosby, John, Gao, Xiaohui, Hansen, Jorge W.

المصدر: Bakshi , G , Crosby , J , Gao , X & Hansen , J W 2023 , ' Treasury option returns and models with unspanned risks ' , Journal of Financial Economics , vol. 150 , no. 3 , 103736 . https://doi.org/10.1016/j.jfineco.2023.103736

مصطلحات موضوعية: Interest-rate models, Option risk premiums, Options on futures on Treasury bonds, Unspanned risks in the pricing kernel

Relation: https://pure.au.dk/portal/da/publications/treasury-option-returns-and-models-with-unspanned-risks(bf9f3db2-2ae9-4fdb-826b-0dd13974c9ac).html

الاتاحة: https://pure.au.dk/portal/da/publications/treasury-option-returns-and-models-with-unspanned-risks(bf9f3db2-2ae9-4fdb-826b-0dd13974c9ac).html
https://doi.org/10.1016/j.jfineco.2023.103736
http://www.scopus.com/inward/record.url?scp=85173539394&partnerID=8YFLogxK