ABOUT A CERTAIN “ANOMALY” IN THE PRICING OF DEBT SECURITIES

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Andrzej Karpio

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Karpio, A. (2019). ABOUT A CERTAIN “ANOMALY” IN THE PRICING OF DEBT SECURITIES. Metody Ilościowe W Badaniach Ekonomicznych, 20(1), 11–19. https://doi.org/10.22630/MIBE.2019.20.1.2
Bibliografia

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Karpio A. (2010) Kilka uwag dotyczących stopy zwrotu w terminie do wykupu. Metody Ilościowe w Badaniach Ekonomicznych, X, 1-10 (in Polish).

Pooe C. A., Mahomed F., Wafo Soh M. C. (2004) Fundamental Solutions for Zero-Coupon Bond Pricing Models. Nonlinear Dynamics, 36, 69-76. (Crossref)

Ritchken P., Sankarasubramanian L. (1996) Bond Price Representations and the Volatility of Spot Interest Rates. Review of Quantitative Finance and Accounting, 7, 279-288. (Crossref)

Zhanga K., Liu J., Wanga E., Wanga J. (2017) Quantifying Risks with Exact Analytical Solutions of Derivative Pricing Distribution. Physica A, 471, 757-766. (Crossref)

Zui-Cha D., Jian-Ning Y., Liu Y. (2010) An Inverse Problem Arisen in the Zero-Coupon Bond Pricing. Nonlinear Analysis: Real World Applications, 11(3), 1278-1288. (Crossref)

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