Methods of bond pricing and the market price of the interest rate risk

MaRDI QIDQ2916248zbMATH OpenFDO

Authors Yang Lin, Yongji Tan

Publication date 5 October 2012

Published in Communication on Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

difference methodstochastic interest rate modelmarket price

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)

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