Interest Rate Dynamics and Consistent Forward Rate Curves (Q2757307): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1409831 |
||
| Property / author | |||
| Property / author: Thomas Björk / rank | |||
Revision as of 16:28, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest Rate Dynamics and Consistent Forward Rate Curves |
scientific article |
Statements
Interest Rate Dynamics and Consistent Forward Rate Curves (English)
0 references
26 November 2001
0 references
forward rate curves
0 references
interest rate models
0 references
invariant manifolds
0 references
marked point processes
0 references
