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Economics / Finance / Stochastic processes / Interest rates / Options / Cox–Ingersoll–Ross model / Yield curve / Bond valuation / Vasicek model / Financial economics / Mathematical finance / Fixed income analysis


Journalof BANKING & ELSEVIER Journal of Banking & Finance720
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Document Date: 2008-10-02 11:44:38

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File Size: 1,76 MB

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City

Leuven / Kow Loon / Brussels / /

Company

Interbank / Schaefer / Belgian Franc (BIBORs) Interbank / Pearson / Elsevier Science B.V. / Cox / Journalof BANKING / /

Country

Belgium / France / /

Currency

USD / /

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IndustryTerm

e−− / tractable closed-form solutions / /

Organization

Belgian government / U.S. Treasury / City University / /

Position

trader / Corresponding author / /

Product

B-3000 Leuven / /

ProgrammingLanguage

Piet / /

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