New no-arbitrage conditions and the term structure of interest rate futures (Q665727)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New no-arbitrage conditions and the term structure of interest rate futures |
scientific article |
Statements
New no-arbitrage conditions and the term structure of interest rate futures (English)
0 references
6 March 2012
0 references
no-arbitrage restrictions
0 references
term structure of interest rates
0 references
interest rate futures
0 references
change of measure
0 references
0 references
