A four-parameter interest rates model incorporating average of past short rates (Q3456286)
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scientific article; zbMATH DE number 6520493
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| English | A four-parameter interest rates model incorporating average of past short rates |
scientific article; zbMATH DE number 6520493 |
Statements
11 December 2015
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four-parameter short rate model
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normal level of short rate
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term structure of interest rates
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yield curve
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Malkiel
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pricing of zero-coupon bonds
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0.8233810067176819
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0.8188086152076721
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0.815269410610199
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0.7628081440925598
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