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| Linear Bonds Valuation with Interest Rate Models Comparison of different interest rate models for valuing Belgian coupon bonds. |   |
The Discretization Bias for Processes of the Short-Term Rate Analysis of Vasicek and Cox-Ingersoll-Ross models, and the inherent discretization bias in both. Also suggests a correction for this bias. |   | |
Parameter Estimation and Bessel Processes in Financial Models Doctoral thesis by Anja Going-Jaschke of University of Bochum. |   | |
Risk Neutral Pricing and the Term Structure of Interest Rates Critical review of theories of term structure that employ the risk neutral pricing methodology. |   | |
Cox-Ingersoll--Ross Model Estimation of multi-factor models of the term structure of interest rates from a multivariate time series of yields observed at discrete points in time. |   | |
Formulation of the Multi-Factor Cox-Ingersoll-Ross Model Mathematical representation of the Cox-Intersoll-Ross interest rate model. |   | |
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