Approximate Formulas for Zero‐coupon Bonds (Q5310695)
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scientific article; zbMATH DE number 5200224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Formulas for Zero‐coupon Bonds |
scientific article; zbMATH DE number 5200224 |
Statements
Approximate Formulas for Zero‐coupon Bonds (English)
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11 October 2007
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Perturbation methods
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pricing fixed-income instruments
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generalized Black-Karasinski model
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approximate and exact solutions
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calibration
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