Interest Rate Dynamics and Consistent Forward Rate Curves (Q2757307): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:20, 5 March 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
