Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk (Q5215442): Difference between revisions
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| Property / cites work: Estimating continuous-time stochastic volatility models of the short-term interest rate / rank | |||
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| Property / cites work: The nature of the dependence of the magnitude of rate moves on the rates levels: a universal relationship / rank | |||
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| Property / cites work: A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions / rank | |||
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Revision as of 18:21, 21 July 2024
scientific article; zbMATH DE number 7165661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk |
scientific article; zbMATH DE number 7165661 |
Statements
Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk (English)
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10 February 2020
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interest rates
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inflation
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elasticity
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volatility
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market risk
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counterparty risk
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