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    1. A static replication approach for callable interest rate derivatives: mathematical (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3LahsxFBVtF6WbvlKIG7do0a1saR6SXIzBGBu31JQ2bsGrQdJIOJC2weP2I_LVuVczMjGhZJGNYBZXo8fR40pH5xLyweYyl9IoVmoVWKG0YaMi8yzn2rqRrzk3Mey1_rzJvn3Xi1nHJmw6WiX60KEViohzNQ5uY5vEiBvC4IZFVCMxKysGsEHJwJuCWRhdG0D0evHlcI9Q8kjyQAuGJukNz_9yOVqdjrRL78zVcQFavCCXqeiRfT1o2SftOcQRLTvpOz6oli_J826jSqctsl6RR_73a_I08eRPyPWU4mOkC0d3_nAHTpNEOYUqUYeH9PbS0_F2grIUGAaEojQFrQH3_6LkeDMebicf6a-Deiz8MxxCPTUUik99lLmA1ZGiJEj71pL-CfT802rFVj-nb8iPxXw9W7IusANzsHvbMy2ckoYrywsLHmgAtzSTACVeB-u407auc8UBKsEEaYL3wqhaOGFtaQFJLj8lVOGFoBVWepcVJRgJh2gUpfHKC1v0yCD1ZHXVCndUotNDTU1bYdNWXdP2yOh2f1f7eGIS2vAmVX6PbT-Bo-rmADBB-TMteZG_fUDWZ-QZfsZX9LJPnux3f_27NnLFe_KYb5aQzr9iCri_AZ37AaM

      by Kandhai, B. D.; Hoencamp, J. H. and Jain, S.

      Quantitative Finance, Volume 24, Issue 3-4, pp. 409 - 432

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    2. Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3PS8MwFA7iQbz4G5xOycFrt7RNm1TGQIZFRBC3efBU0jRl4tBhp3-_76XpWA-yw24t9IU2eXkvL_n6fYTc5GEcxrESXiRF6XEhlZfwwHghk7lOTMGYsrLX8vEteBnLdOTQhJWDVWINXdZEETZW4-RWedUg4vowuSGJSgRmBbyHDOiw6oEojKUNePQ0fVqdI0TMgjzQwkOT5h-e_1ppZacWd2k7VgcuAaWHZN68ukVf92r0Sb0P0YJlN_yOW33lETlwC1V6V3vWMdkxnydkr8HJnxI1Wbx_GArN0xleWEkdyIMUPoYOZkPkoUDdD4pcFLQAR_-1HOPVoD8b3lLc_wVjunaATpdfdPKcjqlWC_Cm6oy8pvfT0YPn9Bo8DUXM0gs4RAchTJ6YRBcKFj5KMYVCZkHICwgEiSi14b4qoGoLdQHPhrIsuSx5zPKoDM8JFXjOl_t5bHTAI6alr9HJ_EgZYfycdwhvBijTjsUcxTTmme_ITpt-y7DfMtdvHdJbmS1qGo9NBsn66GdLu39S1mInWbjBttu4SuYiApogt52IObvYoulLso-3FoEYdMnu8vvHXNU6FtfW8_8Atbf-tg

      by Andersen, Leif and Bang, Dominique

      Quantitative Finance, Volume 24, Issue 8, pp. 1017 - 1033

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    3. Efficient pricing of path‐dependent interest rate derivatives

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1ba9RAFB5WfdEH8QauVgmiRVhiM5PJDUqlrRtEW0W7W-zTMJlM2AV7oakL9cmf4G_0xb_hOZnLRqhS8SVkZ8kQZr7MfOcy3yHkaRWncZrKLEzyrAl5lsuw4EyHcZRXqtB1FMmu7HX-5oB9-JiX24PBT3cWpstlRvu8tZ_KBacc8Lwq5jeeuwpTL-c2sI7-pYi-mr4dC7B9J6sLmNneb5h09wWuPovL_8ULtAFi8PztP2DGdwoNcA_IgStgB66XQs-4U5bAPIGTU4y9m8xoYIs-OcJVzz3rFCewwscIVSdGNbzeolMTb_vE17Fd4JpqJlEc2hTh6dJxK5d9b6SgumIi3tVfy9He_PPC-H8BtEfe47_0wqqv564AN4oGuD_255h7aqMErckJGO1bB7B1dTDu02Ivu6D2F3J4HMiOcVZo15aivZz0V38jFmVRzntLOfCipEcLgJfyC7ccI2Er28PqBVif2XJfdbkE796LcrqzIybjT5Mr5BpDToa8fWvqw13UegbcSzsJrIit-Y5_J05La8jbVLElRZNb5Ka1ZoJNA6DbZKCP7pAbu14KuL1LSg-lwEIpOG4ChNKPb989iIL12YbDUYA4Cno4Wl-bbdwj03I82X4d2uIdoYJdIAtpyoool1TVSc2roqIVlZw1TCIhpZWOiwYsZZprmclG0YhzJblKMpXSWjJdxPdJkGHQF55MtWI8iVROFa44NJE607TiQ_LEDYk4MeIswshwM4HjJnDchmTFDZawX1grMP6P-xVlQ_K8G8A_dyA293a38ObB33t6SK4vQbtCrp6dftGPTI2Rx910_wLO4Z0S

      by Silva, Allan Jonathan da; Baczynski, Jack and Vicente, José V. M.

      Applied Stochastic Models In Business And Industry, Volume 40, Issue 4, pp. 1105 - 1124

      Journal Article : Full Text Online

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    1. Fixed income and interest rate derivative analysis

      https://find.library.duke.edu/catalog/DUKE99119279965908501

      Mark Britten-Jones.

      Book : View Online

    2. Fixed income and interest rate derivative analysis / Mark Britten-Jones.

      https://find.library.duke.edu/catalog/DUKE002610835

      Book

      This item is currently Available Ford Library, HG4650 .B75 1998 c.1

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    3. The valuation of interest rate derivative securities = De Waardering van rente-afhankelijke (...)

      https://find.library.duke.edu/catalog/DUKE001258918

      J.F.J. de Munnik.

      Book

      Check Holdings for this item's availability Ford Library, HG4515.2 .M86 1992 c.1

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    1. 654269113_EDU_Getting_Started_USRG_US_DIG.indd

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      Forward curve analysis allows you to build an investment strategy that matches your interest-rate assumptions. SWPM Use (...)

    2. Scholarly Communications @ Duke - Page 51 of 58 - Discussions about the changing world of scholarly

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      There are five basic things that a copyright holder can authorize or prevent — reproduction, meaning making copies of her work; distribution of (...)

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    1. The Air Force Health Study Assets Research Program

      https://find.library.duke.edu/catalog/DUKE006531814

      Committee on the Management of the Air Force Health Study Data and Specimens--Report to Congress, Board on the Health of Select Populations, Institute of Medicine of the National Academies.

      Archival and manuscript material, Book

      Check Holdings for this item's availability Perkins & Bostock Library, RA408.M4 I56 2015 

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    2. Three essays in corporate governance.

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