✦ LIBER ✦

DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE

✍ Scribed by C. Gourieroux; A. Monfort

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Joint dynamics of Brazilian interest rat

✍ Claudio H.S. Barbedo; Eduardo F.L. de Melo 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 848 KB

The volatility of the instantaneous spot

✍ Ramaprasad Bhar; Carl Chiarella; Hing Hung; Wolfgang J. Runggaldier 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 408 KB

NO-ARBITRAGE ONE-FACTOR MODELS OF THE SO

✍ PETER ALING; SHAKILL HASSAN 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 376 KB

THE EFFECT OF INTEREST RATE RESTRICTION

✍ O. B. Oyewole 📂 Article 📅 1994 🏛 Giordano dell'Amore Foundation ⚖ 752 KB