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Short-rate model
Results: 46

#	Item
31	A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Financial economics Markov chain Volatility Local volatility Implied volatility Short-rate model Discretization Stochastic process Stochastic volatility Mathematical finance Statistics Mathematical sciences
32	Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:20 Options Quantitative analyst Stochastic volatility Derivative Black–Scholes Short-rate model Model risk Foreign-exchange option Economic model Financial economics Mathematical finance Finance
33	Wo r k i n g Pa p e r S e r i e s no[removed]DeceMBer 2008 Predictions of Short-Term Rates and the Expectations Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2008-12-23 01:50:21 Financial economics Monetary policy Finance Yield curve Interest rate Interest Economic model Euro Expectation hypothesis Economics Fixed income market Mathematical finance
34	Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007 Add to Reading List Source URL: ieor.columbia.edu Language: English - Date: 2007-11-08 17:48:43 Economics Interest rates Fixed income analysis Damiano Brigo Interest rate swap Yield curve Short-rate model Discounting Heath–Jarrow–Morton framework Financial economics Mathematical finance Finance
35	Melbourne Institute Working Paper Series Working Paper No[removed]Is There a Unit Root in East-Asian Short-Term Interest Rates? Chew Lian Chua and Sandy Suardi Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2010-05-06 01:40:16 Interest rates Finance Fixed income market Macroeconomics Fixed income analysis Monetary policy Yield curve Inflation Short-rate model Economics Mathematical finance Financial economics
36	Melbourne Institute Working Paper Series Working Paper No[removed]Is There a Unit Root in East-Asian Short-Term Interest Rates? Chew Lian Chua and Sandy Suardi Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2010-05-06 01:40:16 Interest rates Finance Fixed income market Macroeconomics Fixed income analysis Monetary policy Yield curve Inflation Short-rate model Economics Mathematical finance Financial economics
37	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
38	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
39	Effects of questionnaire length on response rates Review of findings and guidelines for future research Results 2. Theoretical model of behavior in survey situation (in short!) Add to Reading List Source URL: mrav.ffzg.hr Language: English - Date: 2002-10-21 11:00:36 Evaluation methods Methodology Sampling Survey methodology Data collection Questionnaire Response rate Computer-assisted web interviewing Questionnaire construction Research methods Science Statistics
40	The Future is Convex Peter J¨ackel Atsushi Kawai First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:50 Economics LIBOR market model Heath–Jarrow–Morton framework Hull–White model Short-rate model Log-normal distribution Futures contract Normal distribution Yield curve Mathematical finance Financial economics Finance

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