The value of convexity: a theoretical and empirical investigation (Q4554407)
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scientific article; zbMATH DE number 6979444
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The value of convexity: a theoretical and empirical investigation |
scientific article; zbMATH DE number 6979444 |
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The value of convexity: a theoretical and empirical investigation (English)
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14 November 2018
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asset pricing
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interest rate modelling
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interest rate derivatives
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interest rates
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convexity
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affine models
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term structure models
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0.9967455863952636
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0.6999074816703796
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0.6980457305908203
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