Real-World Scenarios With Negative Interest Rates Based on the LIBOR Market Model (Q5742505)
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scientific article; zbMATH DE number 7054593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-World Scenarios With Negative Interest Rates Based on the LIBOR Market Model |
scientific article; zbMATH DE number 7054593 |
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Real-World Scenarios With Negative Interest Rates Based on the LIBOR Market Model (English)
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15 May 2019
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real world model
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scenario simulation
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interest rate
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shifted lognormal forward rates
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market price of risk
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