✦ LIBER ✦

Classes of Interest Rate Models under the HJM Framework

✍ Scribed by Carl Chiarella; Oh Kang Kwon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the valuation of interest rate produc

✍ Michael D. Marcozzi 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 457 KB

Strong consistency of maximum likelihood

✍ E. Fülöp; G. Pap 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 259 KB

The Rate of Interest Under Ideal Conditi

✍ Paul A. Samuelson 📂 Article 📅 1939 🏛 MIT Press 🌐 English ⚖ 324 KB

Pricing American interest rate options u

✍ Natalia Beliaeva; Sanjay Nawalkha 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 922 KB

Asymptotic optimal investment under inte

✍ Eisenberg, Julia 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 219 KB

Modelling the duration of interest rate

✍ Shih, R.; Giles, D. E. 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 175 KB