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On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models

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Author Info
Alvarez, Luis H. R.
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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 28 (2001)
Issue (Month): 1 (February)
Pages: 83-90
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Handle: RePEc:eee:insuma:v:28:y:2001:i:1:p:83-90

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Web page: http://www.elsevier.com/locate/inca/505554

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  1. Alvarez, Luis H. R. & Koskela, Erkki, 2001. "Wicksellian Theory of Forest Rotation under Interest Rate Variability," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Erik Ekström & Johan Tysk, 2008. "Convexity theory for the term structure equation," Finance and Stochastics, Springer, vol. 12(1), pages 117-147, January. [Downloadable!] (restricted)
  3. Erik Ekstrom & Johan Tysk, 2007. "Convexity theory for the term structure equation," Quantitative Finance Papers math/0702435, arXiv.org. [Downloadable!]
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This page was last updated on 2009-12-3.

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