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Pricing Fixed-Income Securities in an Information-Based Framework

Pricing Fixed-Income Securities in an Information-Based Framework
Digital文書・図像類
Hughston, Lane P., Macrina, AndreaInstitute of Economic Research, Kyoto University2010-01KIER Discussion Paper692
Available onlineOther Libraries in Japan
  • Author HeadingHughston, Lane P. Macrina, Andrea

Securities Pricing with Information-Sensitive Discounting

Securities Pricing with Information-Sensitive Discounting
Digital文書・図像類
Macrina, Andrea, Parbhoo, Priyanka A.Institute of Economic Research, Kyoto University2010-01KIER Discussion Paper695
Available onlineOther Libraries in Japan
  • Author HeadingMacrina, Andrea Parbhoo, Priyanka A.

Discrete-Time Interest Rate Modelling

Discrete-Time Interest Rate Modelling
Digital文書・図像類
Hughston, Lane P., Macrina, AndreaInstitute of Economic Research, Kyoto University2010-01KIER Discussion Paper691
Available onlineOther Libraries in Japan
  • Author HeadingHughston, Lane P. Macrina, Andrea

Lévy Random Bridges and the Modelling of Financial Information

Lévy Random Bridges and the Modelling of Financial Information
Digital文書・図像類
Hoyle, Edward, Hughston, Lane P., Macrina, AndreaInstitute of Economic Research, Kyoto University2010-01KIER Discussion Paper693
Available onlineOther Libraries in Japan
  • Author HeadingHoyle, Edward Hughston, Lane P. Macrina, Andrea

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