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Q4527711 - MaRDI portal

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scientific article; zbMATH DE number 1561766
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scientific article; zbMATH DE number 1561766

    Statements

    author
    Salih N. Neftci
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    publication date
    7 February 2001
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    Mathematics Subject Classification ID
    91-01
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    91G20
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    91B24
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    91B70
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    zbMATH DE Number
    1561766
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    zbMATH Keywords
    financial mathematics
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    Heath-Jarrow-Morton model
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    arbitrage theorem
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    pricing models
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    financial derivatives
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    interest-sensitive securities
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