IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS (Q4909139): Difference between revisions

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+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
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+Changes of numéraire, changes of probability measure and option pricing
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+New no-arbitrage conditions and the term structure of interest rate futures
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+Reckoning time, longitude and the history of the Earth's rotation, using the Moon
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+An equilibrium characterization of the term structure
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+https://doi.org/10.1142/s0219024912500549
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+W3125515388
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+Publication:4909139