THE HEATH–JARROW–MORTON DURATION AND CONVEXITY: A GENERALIZED APPROACH (Q3022073)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE HEATH–JARROW–MORTON DURATION AND CONVEXITY: A GENERALIZED APPROACH |
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THE HEATH–JARROW–MORTON DURATION AND CONVEXITY: A GENERALIZED APPROACH (English)
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22 June 2005
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risk management
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term structure of interest rates
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Heath--Jarrow--Morton model
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stochastic duration
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stochastic convexity
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