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Interest Rate Dynamics, Derivatives Pricing, and Risk Management - Lecture Notes in Economics and Mathematical Systems
Lin Chen
There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. Ho and Lee (1986) invent the no-arbitrage approach to the tenn structure modeling in the sense that the model tenn structure can fit the initial (observed) tenn structure of interest rates.
152 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 7 de marzo de 1996 |
| ISBN13 | 9783540608141 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 152 |
| Dimensiones | 155 × 235 × 9 mm · 244 g |
| Lengua | Inglés |
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