✦ LIBER ✦

Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds

✍ Scribed by Turan G Bali

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Threshold Dynamics of Short-term Interes

✍ Theofanis Archontakis; Wolfgang Lemke 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

Testing for continuous-time models of th

✍ Laurence Broze; Olivier Scaillet; Jean-Michel Zakoïan 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 950 KB

A Gaussian approach for continuous time

✍ Jun Yu; Peter C. B. Phillips 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB

AN EMPIRICAL ANALYSIS OF BOND MARKETS AN

✍ L. N. CHRISTOFIDES 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 730 KB

A statistical comparison of the short-te

✍ Isao Shoji; Tohru Ozaki 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 687 KB

Estimating continuous-time stochastic vo

✍ Travis R. A. Sapp 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 571 KB