Towards a general theory of bond markets (Q1367703): Difference between revisions
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Latest revision as of 19:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a general theory of bond markets |
scientific article |
Statements
Towards a general theory of bond markets (English)
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4 June 1998
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bond market
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term structure of interest rates
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stochastic integral
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Banach space-valued integrators
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measure-valued portfolio
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jump-diffusion model
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martingale measure
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arbitrage
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market completeness
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