THE CARMA INTEREST RATE MODEL (Q4979881): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:17, 5 March 2024
scientific article; zbMATH DE number 6305520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE CARMA INTEREST RATE MODEL |
scientific article; zbMATH DE number 6305520 |
Statements
THE CARMA INTEREST RATE MODEL (English)
0 references
19 June 2014
0 references
interest rate model
0 references
short rate
0 references
forward rate
0 references
term structure
0 references
CARMA process
0 references
bond pricing
0 references
bond option pricing
0 references
yield curve
0 references
volatility curve
0 references
calibration
0 references
