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 :
Publisher :
Total Pages : 88
Release :
ISBN-10 : OCLC:313730781
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options by : Wolfgang Bühler

Download or read book An Empirical Comparison of Forward- and Spot-rate Models for Valuing Interest-rate Options written by Wolfgang Bühler and published by . This book was released on 1997 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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

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:

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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:

DOWNLOAD EBOOK

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:

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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