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Home / Applied Mathematical Finance, Volume 6, Number 4

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 6, Number 4, 1 December 1999

Markov interest rate models
pp. 233-260(28)
Authors: Hagan, Patrick S.; Woodward, Diana E.

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The pricing of risky coupon bonds
pp. 261-273(13)
Authors: Choong, Lilly; McKenzie, George

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Various passport options and their valuation
pp. 275-292(18)
Authors: Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul

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Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
pp. 293-312(20)
Authors: Bacinello, Anna Rita; Ortu, Fulvio

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