Modeling interest rates, foreign exchange rates, and stock prices
Subtitle: an integrated approach to modeling, valuation, and financial risk management
By: [by] Yong Yao
Contributors: Rijksuniversiteit te Groningen
Series: Theses on systems, organization and management
Publisher: Labyrint
Published: 2000
Place of publication: Capelle a/d Ijssel
Language: eng
Number of pages: 218
Subjects: Economics; Mathematical models
Notes: Originally published as the author's thesis (Rijksuniversiteit Groningen, 2000)

Thesis (doctoral)--Rijksuniversiteit te Groningen, 2000.
Table of contents: title: 1. General introduction; title: 2. The term structure of interest rates and state price density; title: 3. Term structure models in the risk neutral framework; title: 4. Multi-country term structure models; title: 5. Pricing interest rate and foreign exchange rate claims; title: 6. Pricing stock, interest rate and foreign exchange rate claims : an integrated model; title: 7. Term structure models : a perspective from the long rate; title: 8. Summary and future research.