Interest rate risk premium and equity valuation (Q601065): Difference between revisions
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| Property / cites work: Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems / rank | |||
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| Property / cites work: Interest rate models -- theory and practice / rank | |||
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| Property / cites work: An equilibrium characterization of the term structure / rank | |||
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Latest revision as of 10:37, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate risk premium and equity valuation |
scientific article |
Statements
Interest rate risk premium and equity valuation (English)
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3 November 2010
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equity valuation
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incomplete markets
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interest rate risk
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neutral pricing
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risk premium
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