QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669): Difference between revisions
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Revision as of 23:53, 19 March 2024
scientific article; zbMATH DE number 2166386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES |
scientific article; zbMATH DE number 2166386 |
Statements
QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (English)
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9 May 2005
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Quadratic term strukture models
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Option pricing
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Risk free and defaultable rates
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Time-homogeneous Markov process
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