This paper develops a methodology permitting financial managers and corporate debt
issuers to accurately value a stream of contingent cash flows or claims that depend on the …

Unlike most interest rate claim models, the Ho‐Lee model utilizes full information on the
current term structure. Unfortunately, the model has a major deficiency in that negative …

The non-forfeiture options of a cash value life insurance policy allow the policyholder to gain
access to any cash value he or she may have built up over the life of the contract. One of …

Abstract The Derivatives Sourcebook is a citation study and classification system that
organizes the many strands of the derivatives literature and assigns each citation to a …

In this paper we develop a discrete time binomial model for pricing options on default free
debt securities. The model is a single factor or spot rate model in which an arbitrage free …

Longevity risk is the risk that a reference population's mortality rates deviate from what is
projected from prior life tables. This is due to discoveries in biological sciences, improved …

Futures Bibliography Page 1 Futures Bibliography Edited by Robert T. Daigler This issue of
The Journal of Futures Markets initiates a new section devoted to source material related to …

COMMENT-gagner en Bourse lorsqu'elle chute;-investir en Bourse sans argent;-intervenir
sans perdre votre chemise;-options, options sur terme, futures;-tous les marchés d'indices …

The goal of this paper is to dispel the prevailing belief that American-style options cannot be
valued efficiently in a simulation model, and thus remove what has been considered a major …

In this study, discrete time one-factor models of the term structure of interest rates and their
application to the pricing of interest rate contingent claims are examined theoretically and …