No label defined (Q3061868)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    3 January 2011
    0 references
    short term interest rate
    0 references
    stochastic models
    0 references
    Vasicek model
    0 references
    Cox-Ingersoll-Ross model
    0 references
    general four-parameter short term rate model
    0 references
    bond pricing
    0 references
    yield curve
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references