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A quadratic volatility Cheyette model Quasi-Gaussian or Cheyette interest rate models provide derivatives desks with solutions to some of the Libor market model's problems in an explicitly Markovian representation. Here, the authors introduce a local volatility extension and an efficient calibration scheme
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Chibane, M.; Law, D.
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Incisive Media enkPublication
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2013
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2 |
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A Qualitative Exploration of the Spatial Needs of Homeless Drug Users Living in Hostels and Night Shelters
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Joanne Neale ; Caral Stevenson
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Cambridge University Press
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2013
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3 |
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A QUANTITATIVE ANALYSIS OF TAX ENFORCEMENT AND OPTIMAL MONETARY POLICY
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Arbex, M.
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Cambridge University Press
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2013
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4 |
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A QUANTITATIVE ANALYSIS OF TAX ENFORCEMENT AND OPTIMAL MONETARY POLICY
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Arbex, M.
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CAMBRIDGE UNIVERSITY PRESS
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2013
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5 |
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A Questionable Tax Clarification on Simplified Liquidation
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unknown
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Tax Analysts
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2013
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6 |
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A QUESTION MODULE FOR ASSESSING COMMUNITY STIGMA TOWARDS HIV IN RURAL INDIA
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Vlassoff, C.; Weiss, M.G.; Rao, S.
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Published for the Galton Foundation by Blackwell Scientific Publications
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2013
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7 |
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A QUESTION OF CLARITY.
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Slade, Brian
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Profile Publishing
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2013
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8 |
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A question of equivalence
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Osborn, T.
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Incisive Media enkPublication
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2013
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9 |
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A Question of Legitimacy? A Dynamic Perspective on Multinational Firm Control
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Brenner, B.; Ambos, B.
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Institute of Management Sciences
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2013
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A QUESTION OF QUESTIONS.
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IRELAND, JACQUELINE
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Profile Publishing
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2013
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11 |
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A quoi servent les DRH?
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unknown
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Alternatives economiques
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2013
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12 |
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Q&A: Top Issues in Business Valuation
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Baysden, C.
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American Institute of Certified Public Accountants [etc.]
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2013
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13 |
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Q&A What retailers need to know - and do - as Obamacare is phased in
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unknown
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National retail federation
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2013
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14 |
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Qatar Democracy? Not for us
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unknown
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Economist Newspaper Ltd
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2013
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15 |
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Qatar's new emir A hard act to follow
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unknown
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Economist Newspaper Ltd
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2013
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16 |
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Qatar's new emir: No more own goals
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unknown
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Economist Newspaper Ltd
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2013
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17 |
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QATAR TAKES OVER THE WORLD
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Walt, Vivienne
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Time, inc., etc.]
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2013
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18 |
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QUADRATIC LABOR ADJUSTMENT COSTS, BUSINESS CYCLE DYNAMICS, AND OPTIMAL MONETARY POLICY
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Lechthaler, W.; Snower, D.J.
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Cambridge University Press
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2013
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19 |
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Qualified Conservation Easements.
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Englebrecht Ted D. ; Dowis Brian
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New York State Society of Certified Public Accountants
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2013
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20 |
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Qualified Small Business Stock
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unknown
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American Institute of Certified Public Accountants [etc.]
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2013
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