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    PROCEDIA
    2010
    55views more  PROCEDIA 2010»
    A PDE pricing framework for cross-currency interest rate derivatives
    13 years 3 months ago
    A PDE pricing framework for cross-currency interest rate derivatives
    Download  www.cs.utoronto.ca
    Duy Minh Dang, Christina C. Christara, Kenneth R. ...
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    CORR
    2007
    Springer
    150views Education» more  CORR 2007»
    A Unified Framework for Pricing Credit and Equity Derivatives
    13 years 4 months ago
    A Unified Framework for Pricing Credit and Equity Derivatives
    Download  www.math.lsa.umich.edu
    We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
    Erhan Bayraktar, Bo Yang
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