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Black–Karasinski model
Results: 5

#	Item
1	Pricing of Options Exposed to Cross-Currency Rates Sebastian Jaimungal University of Toronto Dmitri H. Rubisov Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:43:06 Investment Stochastic volatility Heston model Implied volatility Volatility smile Volatility Option Black–Karasinski model Local volatility Mathematical finance Financial economics Finance
2	On the pricing of Bermudan swaptions with an application to limited observed market data Mattias Jansson Royal Institute of Technology Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2005-04-19 06:48:00 Finance Fixed income analysis Economics Swaption Pricing Ho–Lee model Black–Karasinski model Hull–White model Financial economics Mathematical finance Options
3	Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress Europe Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-05-19 13:11:19 Mathematical finance Interest rates Fixed income analysis Hull–White model Interest rate swap Black–Karasinski model Swaption Swap Yield curve Financial economics Finance Economics
4	Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress Europe Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:39 Mathematical finance Interest rates Fixed income analysis Hull–White model Interest rate swap Black–Karasinski model Swaption Swap Yield curve Financial economics Finance Economics
5	PDF Document Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 1999-03-11 01:48:42 Finance Black–Karasinski model Binomial options pricing model Black–Derman–Toy model Discounting Interest Black–Scholes Yield curve Hull–White model Mathematical finance Financial economics Economics

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