Modeling the Term Structure of Interest Rates: A Review of the Literature (Q3069054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the Term Structure of Interest Rates: A Review of the Literature |
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Modeling the Term Structure of Interest Rates: A Review of the Literature (English)
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24 January 2011
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term structure
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interest rate
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discrete time model
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Markovian markets
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HJM-model
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Heath-Jarrow-Morton model
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Cox-Ingersoll-Ross process
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