Domain restrictions on interest rates implied by no arbitrage (Q3084600)
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scientific article; zbMATH DE number 5870034
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Domain restrictions on interest rates implied by no arbitrage |
scientific article; zbMATH DE number 5870034 |
Statements
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (English)
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25 March 2011
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arbitrage free
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interest rates
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affine term structure
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Brennan-Schwartz model
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regulation
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0.7342513799667358
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0.7113291025161743
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0.7109429836273193
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0.7049460411071777
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