✦ LIBER ✦

Bond pricing with a surface of zero coupon yields

✍ Scribed by Vijay A. Murik

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fundamental Solutions for Zero-Coupon Bo

✍ C. A. Pooe; F. M. Mahomed; C. Wafo Soh 📂 Article 📅 2004 🏛 Springer Netherlands 🌐 English ⚖ 78 KB

Risky coupon bonds as a portfolio of zer

✍ Robert A. Jarrow 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 165 KB

A comparison of asymptotic analytical fo

✍ Tatiana Paraskevova Chernogorova; Beata Stehlíková 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 389 KB

Finite volume difference scheme for a de

✍ T. Chernogorova; R. Valkov 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 279 KB

Pricing model for zero coupon bonds driv

✍ Ching-Sung Chou; Hsien-Jen Lin 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 177 KB

Hedging of long term zero-coupon bonds i

✍ Stefanovits, David; Wüthrich, Mario V. 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 740 KB