EXPLAINING THE FORWARD INTEREST RATE TERM STRUCTURE (Q4521260): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/9909396 / rank | |||
Normal rank | |||
Revision as of 18:04, 19 April 2024
scientific article; zbMATH DE number 1545300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXPLAINING THE FORWARD INTEREST RATE TERM STRUCTURE |
scientific article; zbMATH DE number 1545300 |
Statements
EXPLAINING THE FORWARD INTEREST RATE TERM STRUCTURE (English)
0 references
23 October 2001
0 references
forward rate curve
0 references
value-at-risk like pricing
0 references
volatility
0 references
