An Empirical Comparison of Alternative Models for Valuing Interest Rate Options

1997 ◽  
Author(s):  
Wolfgang Bühler ◽  
Marliese Uhrig-Homburg ◽  
Ulrich Walter ◽  
Thomas Weder
Keyword(s):  
Interest Rate ◽  
Empirical Comparison ◽  
Interest Rate Options ◽  
Alternative Models

scholarly journals An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

1992 ◽  
Vol 47 (3) ◽  
pp. 1209-1227 ◽  
Author(s):  
K. C. CHAN ◽  
G. ANDREW KAROLYI ◽  
FRANCIS A. LONGSTAFF ◽  
ANTHONY B. SANDERS
Keyword(s):  
Interest Rate ◽  
Empirical Comparison ◽  
Short Term ◽  
Alternative Models

scholarly journals An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

1999 ◽  
Vol 54 (1) ◽  
pp. 269-305 ◽  
Author(s):  
Wolfgang Bühler ◽  
Marliese Uhrig-Homburg ◽  
Ulrich Walter ◽  
Thomas Weber
Keyword(s):  
Interest Rate ◽  
Forward Rate ◽  
Spot Rate ◽  
Empirical Comparison ◽  
Interest Rate Options

Implicit Volatility and the Pricing of Stock Index and Interest Rate Options in US Markets

1994 ◽  
Vol 20 (5) ◽  
pp. 79-89
Author(s):  
George C. Philippatos ◽  
Nicolas Gressis ◽  
Philip L. Baird
Keyword(s):  
Interest Rate ◽  
Stock Index ◽  
Interest Rate Options
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