Interest Rate Modeling
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Published By CRC Press

9781351227421

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility and Correlation Adjustments

Interest Rate Modeling ◽

10.1201/9781351227421-8 ◽

2019 ◽

pp. 225-251

Author(s):

Lixin Wu

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Calibration of LIBOR Market Model

Interest Rate Modeling ◽

10.1201/9781351227421-7 ◽

2019 ◽

pp. 189-224

Author(s):

Lixin Wu

Keyword(s):

Market Model ◽

Libor Market Model

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Short-Rate Models and Lattice Implementation

Interest Rate Modeling ◽

10.1201/9781351227421-5 ◽

2019 ◽

pp. 119-148

Author(s):

Lixin Wu

Keyword(s):

Lattice Implementation ◽

Short Rate Models

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Market Model for Inflation Derivatives Modeling

Interest Rate Modeling ◽

10.1201/9781351227421-12 ◽

2019 ◽

pp. 343-362

Author(s):

Lixin Wu

Keyword(s):

Market Model

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Lévy Market Model

Interest Rate Modeling ◽

10.1201/9781351227421-11 ◽

2019 ◽

pp. 315-342

Author(s):

Lixin Wu

Keyword(s):

Market Model

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Affine Term Structure Models

Interest Rate Modeling ◽

10.1201/9781351227421-9 ◽

2019 ◽

pp. 253-279

Author(s):

Lixin Wu

Keyword(s):

Term Structure ◽

Affine Term Structure ◽

Affine Term Structure Models ◽

Term Structure Models

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The LIBOR Market Model

Interest Rate Modeling ◽

10.1201/9781351227421-6 ◽

2019 ◽

pp. 149-187

Author(s):

Lixin Wu

Keyword(s):

Market Model ◽

Libor Market Model

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Interest Rates and Bonds

Interest Rate Modeling ◽

10.1201/9781351227421-3 ◽

2019 ◽

pp. 51-67

Author(s):

Lixin Wu

Keyword(s):

Interest Rates

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The Martingale Representation Theorem

Interest Rate Modeling ◽

10.1201/9781351227421-2 ◽

2019 ◽

pp. 23-50

Author(s):

Lixin Wu

Keyword(s):

Representation Theorem ◽

Martingale Representation ◽

Martingale Representation Theorem

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The Basics of Stochastic Calculus

Interest Rate Modeling ◽

10.1201/9781351227421-1 ◽

2019 ◽

pp. 1-22

Author(s):

Lixin Wu

Keyword(s):

Stochastic Calculus

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