View in EDS PDF Full Text

A numerical PDE approach for pricing callable bonds.

Saved in:
Bibliographic Details
Title: A numerical PDE approach for pricing callable bonds.
Authors: D'Halluin, Y., Forsyth, P.A., Vetzal, K.R., Labahn, G.
Source: Applied Mathematical Finance. Mar2001, Vol. 8 Issue 1, p49-77. 29p. 1 Diagram, 7 Charts, 13 Graphs.
Database: Mathematics Source
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: msf
DbLabel: Mathematics Source
An: 5389453
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A numerical PDE approach for pricing callable bonds.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22D'Halluin%2C+Y%2E%22">D'Halluin, Y.</searchLink><br /><searchLink fieldCode="AR" term="%22Forsyth%2C+P%2EA%2E%22">Forsyth, P.A.</searchLink><br /><searchLink fieldCode="AR" term="%22Vetzal%2C+K%2ER%2E%22">Vetzal, K.R.</searchLink><br /><searchLink fieldCode="AR" term="%22Labahn%2C+G%2E%22">Labahn, G.</searchLink>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Applied+Mathematical+Finance%22">Applied Mathematical Finance</searchLink>. Mar2001, Vol. 8 Issue 1, p49-77. 29p. 1 Diagram, 7 Charts, 13 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=5389453
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/13504860110046885
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 29
        StartPage: 49
    Titles:
      – TitleFull: A numerical PDE approach for pricing callable bonds.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: D'Halluin, Y.
      – PersonEntity:
          Name:
            NameFull: Forsyth, P.A.
      – PersonEntity:
          Name:
            NameFull: Vetzal, K.R.
      – PersonEntity:
          Name:
            NameFull: Labahn, G.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Mar2001
              Type: published
              Y: 2001
          Identifiers:
            – Type: issn-print
              Value: 1350486X
          Numbering:
            – Type: volume
              Value: 8
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: Applied Mathematical Finance
              Type: main
ResultId 1