THE CARMA INTEREST RATE MODEL (Q4979881)

From MaRDI portal
Revision as of 16:05, 8 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article; zbMATH DE number 6305520
Language Label Description Also known as
English
THE CARMA INTEREST RATE MODEL
scientific article; zbMATH DE number 6305520

    Statements

    title
    THE CARMA INTEREST RATE MODEL (English)
    0 references
    author
    Arne Andresen
    0 references
    Fred Espen Benth
    0 references
    Steen Koekebakker
    0 references
    Valeriy Zakamulin
    0 references
    publication date
    19 June 2014
    0 references
    Mathematics Subject Classification ID
    91G30
    0 references
    62P05
    0 references
    62M10
    0 references
    91G70
    0 references
    zbMATH DE Number
    6305520
    0 references
    zbMATH Keywords
    interest rate model
    0 references
    short rate
    0 references
    forward rate
    0 references
    term structure
    0 references
    CARMA process
    0 references
    bond pricing
    0 references
    bond option pricing
    0 references
    yield curve
    0 references
    volatility curve
    0 references
    calibration
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4979881&oldid=35394257"
    Powered by MediaWiki