BOND MARKET MODEL (Q5483506)

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scientific article; zbMATH DE number 5045434
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BOND MARKET MODEL
scientific article; zbMATH DE number 5045434

    Statements

    title
    BOND MARKET MODEL (English)
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    author
    Roberto Baviera
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    publication date
    14 August 2006
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    zbMATH Keywords
    HJM framework
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    term structure model
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    caps/floors
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    bond options
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    swaptions
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G20
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    91G70
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    zbMATH DE Number
    5045434
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    OpenAlex ID
    W3124335937
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