Modeling the term structure of interest rates: a review of the literature (Q3069054)
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scientific article; zbMATH DE number 5840663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling the term structure of interest rates: a review of the literature |
scientific article; zbMATH DE number 5840663 |
Statements
Modeling the Term Structure of Interest Rates: A Review of the Literature (English)
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24 January 2011
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term structure
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interest rate
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discrete time model
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Markovian markets
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HJM-model
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Heath-Jarrow-Morton model
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Cox-Ingersoll-Ross process
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0.8510728478431702
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0.8386819958686829
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0.819593608379364
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0.8150162100791931
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