✦ LIBER ✦

Uncertain term structure model of interest rate

✍ Scribed by Xiaowei Chen, Jinwu Gao

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An interest rate model in uncertain envi

✍ Jiao, Dengya; Yao, Kai 📂 Article 📅 2014 🏛 Springer 🌐 English ⚖ 216 KB

Modeling the term structure of interest

✍ Hideyuki Takamizawa; Isao Shoji 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 188 KB

A Model of the Term Structure of Interes

✍ G. O. Bierwag and M. A. Grove 📂 Article 📅 1967 🏛 MIT Press 🌐 English ⚖ 434 KB

Interest rate swaps in an agency theoret

✍ Larry D. Wall 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 893 KB

A short term interest rate model

✍ Eckhard Platen 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 166 KB

Conditional Gaussian models of the term

✍ Simon H. Babbs 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 173 KB