New no-arbitrage conditions and the term structure of interest rate futures (Q665727): Difference between revisions
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| Property / author: Jørgen Aase Nielsen / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10436-006-0040-4 / rank | |||
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| Property / OpenAlex ID: W3122720222 / rank | |||
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| Property / cites work: The Market Model of Interest Rate Dynamics / rank | |||
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| Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
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| Property / cites work: Q4484762 / rank | |||
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| Property / cites work: An equilibrium characterization of the term structure / rank | |||
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Latest revision as of 23:53, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New no-arbitrage conditions and the term structure of interest rate futures |
scientific article |
Statements
New no-arbitrage conditions and the term structure of interest rate futures (English)
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6 March 2012
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no-arbitrage restrictions
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term structure of interest rates
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interest rate futures
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change of measure
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