Review Paper. Interest–rate term–structure pricing models: a review (Q3043458)

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Review Paper. Interest–rate term–structure pricing models: a review
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    title
    Review Paper. Interest–rate term–structure pricing models: a review (English)
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    author
    Riccardo Rebonato
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    publication date
    6 August 2004
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    Mathematics Subject Classification ID
    91B28
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    91B24
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    91-02
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    zbMATH DE Number
    2083927
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    zbMATH Keywords
    term-structure modelling
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    interest-rate models
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    model calibration
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    vega hedging
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    informational efficiency (EMH)
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    OpenAlex ID
    W2055890939
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