Interest rate trees: extensions and applications (Q4554489)
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scientific article; zbMATH DE number 6979519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interest rate trees: extensions and applications |
scientific article; zbMATH DE number 6979519 |
Statements
Interest rate trees: extensions and applications (English)
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14 November 2018
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term structure
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no-arbitrage model
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alternative drift functions
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real world
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risk-neutral world
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negative interest rates
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