An implementation of the HJM model with application to Japanese interest futures (Q1000404): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implementation of the HJM model with application to Japanese interest futures |
scientific article |
Statements
An implementation of the HJM model with application to Japanese interest futures (English)
0 references
6 February 2009
0 references
HJM model
0 references
no-arbitrage
0 references
term structure of interest rates
0 references
interest futures
0 references
