An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options

An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options
Author: Wolfgang Bühler
Publisher:
Total Pages: 88
Release: 1997
Genre:
ISBN:


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An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options
Language: en
Pages: 88
Authors: Wolfgang Bühler
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Forward vs Spot Interest-Rate Models of the Term Structure
Language: en
Pages:
Authors: Juan M. Moraleda
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Using daily caps and floors market prices throughout the years 1993 and 1994, we address the open question whether spot or forward interest-rate models of the t
Forward Versus Spot Interest-Rate Models of the Term Structure
Language: en
Pages:
Authors: Antoon Pelsser
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Using daily caps and floors market prices throughout the years 1993 and 1994, we address the open question whether spot or forward interest-rate models of the t
An Empirical Comparison of Alternative Models for Valuing Interest Rate Options
Language: en
Pages: 41
Authors: Wolfgang Bühler
Categories:
Type: BOOK - Published: 1997 - Publisher:

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This article presents the first comprehensive comparative study of alternative models for valuing interest rate options. One and two factor inversion models of
Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val