Volume 1, Issue 4 | Finance and Stochastics

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Volume 1, Issue 4

September 1997

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4 articles in this issue

Continuous-time term structure models: Forward measure approach
Marek Musiela
Marek Rutkowski
Pages: 261 - 291
LIBOR and swap market models and measures
Farshid Jamshidian
Pages: 293 - 330
Option pricing in the presence of natural boundaries and a quadratic diffusion term
Sven Rady
Pages: 331 - 344
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
Beniamin Goldys
Pages: 345 - 352