BOND MARKET MODEL (Q5483506)
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scientific article; zbMATH DE number 5045434
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BOND MARKET MODEL |
scientific article; zbMATH DE number 5045434 |
Statements
BOND MARKET MODEL (English)
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14 August 2006
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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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0.8277413249015808
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0.789158046245575
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0.7891559600830078
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0.7884213328361511
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0.7791941165924072
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