Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
Job Seekers
    View Jobs    
 My Resumes 
Jobs By Location
New York
Chicago
London
Tokyo
Singapore
Canada
Australia
India
Jobs by Programming
Java
C# .NET
Matlab
C++
Database
Excel
Jobs by Role
Analyst
Developer
Structurer
Junior Quant
Senior Quant
Strategist
Rich Quant
Jobs by Sector
Hedge Fund
Credit Derivatives
Mortgage
Trading
Equity Derivates
Front Office
Fixed Income
Subscribe to RSS Feeds
Latest Jobs
Latest Code
Latest Papers
 
Quick Search:    (AJAX based: No need to press button)
   Post Job   

Home : 

Pricing Inflation-Indexed Derivatives Using the Extended Vasicek Model of Hull and White

Rate it... Rating Saved!
Description:
by Alan Stewart


Discuss this paper
Submitter: vanna
Publisher: Not Specified
Published: Mon, 30-Jun-2008
ICRA: EC - Early Childhood
linked: 984 times

Rating:    (0 Votes)
 
Rate Resource | Report Broken | Recommend | Comments (0)
Similar Links:
Pricing Inflation-Indexed Derivatives Using the Extended Vasicek Model of Hull and White (Paper)
Pricing American Interest Rate Options under the Jump-Extended Vasicek Model (Paper)
Pricing derivatives in stochastic volatility models using the finite difference method (Paper)
Calibration of the Heston Model with Application in Derivative Pricing and Hedging (Paper)
Bond pricing in CIR and Vasicek models using Riccati solution (Software)
Subscribe to RSS or daily email updates of latest quantitative finance Papers listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.