A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS (Q5010079)
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scientific article; zbMATH DE number 7384605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS |
scientific article; zbMATH DE number 7384605 |
Statements
A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS (English)
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24 August 2021
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interest rate market
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swaptions
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constant maturity swaps
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derivative valuation
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stochastic volatility models
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fixed income market
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interest rate models
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