Book contents
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Symbols and Abbreviations
- Part I The Foundations
- Part II The Building Blocks: A First Look
- Part III The Conditions of No-Arbitrage
- Part IV Solving the Models
- 16 Solving Affine Models: The Vasicek Case
- 17 First Extensions
- 18 A General Pricing Framework
- 19 The Shadow Rate: Dealing with a Near-Zero Lower Bound
- Part V The Value of Convexity
- Part VI Excess Returns
- Part VII What the Models Tell Us
- References
- Index
18 - A General Pricing Framework
from Part IV - Solving the Models
Published online by Cambridge University Press: 25 May 2018
Book contents
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Symbols and Abbreviations
- Part I The Foundations
- Part II The Building Blocks: A First Look
- Part III The Conditions of No-Arbitrage
- Part IV Solving the Models
- 16 Solving Affine Models: The Vasicek Case
- 17 First Extensions
- 18 A General Pricing Framework
- 19 The Shadow Rate: Dealing with a Near-Zero Lower Bound
- Part V The Value of Convexity
- Part VI Excess Returns
- Part VII What the Models Tell Us
- References
- Index
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- Bond Pricing and Yield Curve ModelingA Structural Approach, pp. 299 - 328Publisher: Cambridge University PressPrint publication year: 2018