Methods of bond pricing and the market price of the interest rate risk (Q2916248)
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scientific article; zbMATH DE number 6090809
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| English | Methods of bond pricing and the market price of the interest rate risk |
scientific article; zbMATH DE number 6090809 |
Statements
5 October 2012
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stochastic interest rate model
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market price
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difference method
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Methods of bond pricing and the market price of the interest rate risk (English)
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0.7993277311325073
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0.7856155037879944
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0.778727650642395
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0.7748300433158875
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