THE CARMA INTEREST RATE MODEL (Q4979881): Difference between revisions
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Latest revision as of 10:31, 30 July 2024
scientific article; zbMATH DE number 6305520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE CARMA INTEREST RATE MODEL |
scientific article; zbMATH DE number 6305520 |
Statements
THE CARMA INTEREST RATE MODEL (English)
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19 June 2014
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interest rate model
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short rate
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forward rate
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term structure
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CARMA process
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bond pricing
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bond option pricing
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yield curve
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volatility curve
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calibration
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