A GENERALIZED VASICEK-MALKIEL BOND PRICING MODEL (Q5178700): Difference between revisions
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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)
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16 March 2015
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term structure of interest rates
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yield curve
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Vasicek model
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Malkiel
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generalized Vasicek-Malkiel model
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pricing of zero-coupon bonds
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