Pricing interest rate derivatives under monetary changes (Q4686504)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6950460
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing interest rate derivatives under monetary changes |
scientific article; zbMATH DE number 6950460 |
Statements
PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (English)
0 references
10 October 2018
0 references
overnight interest rate
0 references
deterministic timed jumps
0 references
interest rate derivatives
0 references
0 references
0.7744835615158081
0 references
0.7170782089233398
0 references
0.7165825963020325
0 references
0.7085303068161011
0 references
0.7047919631004333
0 references
