PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504)
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scientific article; zbMATH DE number 6950460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES |
scientific article; zbMATH DE number 6950460 |
Statements
PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (English)
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10 October 2018
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overnight interest rate
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deterministic timed jumps
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interest rate derivatives
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