A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL (Q5178700): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041384168 / rank | |||
Normal rank | |||
Latest revision as of 20:29, 19 March 2024
scientific article; zbMATH DE number 6415723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL |
scientific article; zbMATH DE number 6415723 |
Statements
A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL (English)
0 references
16 March 2015
0 references
term structure of interest rates
0 references
yield curve
0 references
Vasicek model
0 references
Malkiel
0 references
generalized Vasicek-Malkiel model
0 references
pricing of zero-coupon bonds
0 references
