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Interest rates and information geometry

✍ Scribed by Brody, D. C.; Hughston, L. P.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interest Rates and Information Geometry

✍ Dorje C. Brody and Lane P. Hughston 📂 Article 📅 2001 🏛 The Royal Society 🌐 English ⚖ 491 KB

Interest Rates and Information

✍ Ferdinando Colombo 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

Information, interest rates, and the vol

✍ Laurence S. Copeland; Richard C. Stapleton 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 922 KB

On the geometry of the term structure of

✍ Filipovic, D.; Teichmann, J. 📂 Article 📅 2004 🏛 The Royal Society 🌐 English ⚖ 506 KB

Information arrival, interest rate diffe

✍ Yoshihiro Kitamura; Hiroya Akiba 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 148 KB

Interest rate options valuation under in

✍ Constantin Mellios 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 389 KB