Numerical techniques for pricing callable bonds with notice (Q1764750)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2136898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical techniques for pricing callable bonds with notice |
scientific article; zbMATH DE number 2136898 |
Statements
Numerical techniques for pricing callable bonds with notice (English)
0 references
22 February 2005
0 references
Noticeable callable bonds
0 references
Interest rate models
0 references
Characteristics approximation
0 references
Finite elements
0 references
Numerical methods
0 references
0 references
0 references
0 references
0.8482319712638855
0 references
0.8449709415435791
0 references
0.7799312472343445
0 references
0.727049708366394
0 references
