An implementation of the HJM model with application to Japanese interest futures (Q1000404)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An implementation of the HJM model with application to Japanese interest futures |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implementation of the HJM model with application to Japanese interest futures |
scientific article |
Statements
An implementation of the HJM model with application to Japanese interest futures (English)
0 references
6 February 2009
0 references
HJM model
0 references
no-arbitrage
0 references
term structure of interest rates
0 references
interest futures
0 references
